Binned Multilevel Monte Carlo for Bayesian Inverse Problems with Large Data

DOI10.1007/978-3-319-18827-0_52zbMATH Open1339.65076OpenAlexW2345901847MaRDI QIDQ2815041FDOQ2815041

Authors: Robert Nicholas Gantner, Claudia Schillings, Christoph Schwab 

Publication date: 23 June 2016

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18827-0_52

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Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solution to inverse problems in abstract spaces (65J22)

Cites Work

• Inverse problems: a Bayesian perspective
• Multilevel Monte Carlo Path Simulation
• Title not available (Why is that?)
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
• Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
• Sparse deterministic approximation of Bayesian inverse problems
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• Multilevel Monte Carlo method for parabolic stochastic partial differential equations
• Sparsity in Bayesian inversion of parametric operator equations

Cited In (1)

• Scaling limits in computational Bayesian inversion

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