Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
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Publication:2852289
DOI10.1088/0266-5611/29/6/065011zbMath1278.65008MaRDI QIDQ2852289
Christoph Schwab, Claudia Schillings
Publication date: 8 October 2013
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c69543f5691a9a3f4b660e8730216f65c39da304
algorithm; numerical examples; Banach space; convergence rate; Markov chain Monte Carlo methods; Bayesian inverse problems; sparse adaptive Smolyak quadrature
62C10: Bayesian problems; characterization of Bayes procedures
65D32: Numerical quadrature and cubature formulas
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