Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models (Q5470445)

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scientific article; zbMATH DE number 5029216
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Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
scientific article; zbMATH DE number 5029216

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    Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models (English)
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    30 May 2006
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    preconditioning
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    multiscale
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    Markov chain Monte Carlo methods
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    porous media
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    two-phase flows
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    finite volume methods
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    numerical examples
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    geostatistics
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    Karhunen-Loève expansion
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