Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems

DOI10.1016/j.jcp.2018.12.025zbMath1451.62033arXiv1807.00618OpenAlexW2810524380WikidataQ128616543 ScholiaQ128616543MaRDI QIDQ2214560

Tao Zhou, Liang Yan

Publication date: 9 December 2020

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

Full work available at URL: https://arxiv.org/abs/1807.00618

zbMATH Keywords

Markov chain Monte Carlo methodBayesian inverse problemssurrogate modelingmultifidelity polynomial chaos

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) PDEs in connection with classical thermodynamics and heat transfer (35Q79)

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