Geometric MCMC for infinite-dimensional inverse problems

DOI10.1016/j.jcp.2016.12.041zbMath1375.35627arXiv1606.06351OpenAlexW2462335633MaRDI QIDQ1685436

Shiwei Lan, Andrew M. Stuart, Alexandros Beskos, Mark A. Girolami, Patrick E. Farrell

Publication date: 14 December 2017

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.06351

zbMATH Keywords

Markov chain Monte Carlouncertainty quantificationBayesian inverse problemsinfinite dimensionslocal preconditioning

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Inverse problems for PDEs (35R30)

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Uses Software

• FEniCS
• SyFi

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