Binned Multilevel Monte Carlo for Bayesian Inverse Problems with Large Data

DOI10.1007/978-3-319-18827-0_52MaRDI QIDQ2815041zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

Recommendations

• Multilevel sequential Monte Carlo for Bayesian inverse problems
• A Bayesian approach to multiscale inverse problems using the sequential Monte Carlo method
• Bayesian inverse problems with Monte Carlo forward models
• Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems
• Multilevel Markov chain Monte Carlo for Bayesian inversion of parabolic partial differential equations under Gaussian prior
• Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
• Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
• Sequential Monte Carlo methods for Bayesian elliptic inverse problems
• Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems Using MCMC
• Generalized Hybrid Iterative Methods for Large-Scale Bayesian Inverse Problems

Cites work

• scientific article; zbMATH DE number 2000348 (Why is no real title available?)
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• Inverse problems: a Bayesian perspective
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Multilevel Monte Carlo Path Simulation
• Multilevel Monte Carlo method for parabolic stochastic partial differential equations
• On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
• Sparse deterministic approximation of Bayesian inverse problems
• Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
• Sparsity in Bayesian inversion of parametric operator equations

Cited in

(1)

• Scaling limits in computational Bayesian inversion

This page was built for publication: Binned Multilevel Monte Carlo for Bayesian Inverse Problems with Large Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2815041)