Hierarchical Bayesian inference for ill-posed problems via variational method

DOI10.1016/j.jcp.2010.06.016zbMath1198.65189MaRDI QIDQ2638255

Jun Zou, Bangti Jin

Publication date: 15 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.06.016

zbMATH Keywords

algorithms; convergence; numerical results; inverse problem; consistency; Cauchy problem; Markov chain Monte Carlo; heat conduction; variational method; ill-posed problems; Kullback-Leibler divergence; regularization parameter; variance estimate; uncertainty quantification; hierarchical Bayesian inference

Mathematics Subject Classification ID

62F15: Bayesian inference

35K05: Heat equation

35R25: Ill-posed problems for PDEs

35R30: Inverse problems for PDEs

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

65M32: Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs

65M30: Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs

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