Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions (Q3454461)
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English | Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions |
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Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions (English)
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25 November 2015
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Kullback-Leibler approximation
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algorithms
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Gaussian distributions
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relative entropy
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conditioned diffusion process
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elliptic PDEs
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inverse problems
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Monte Carlo-Markov chain sampling
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