Adaptive Construction of Surrogates for the Bayesian Solution of Inverse Problems

DOI10.1137/130938189zbMath1415.65009arXiv1309.5524OpenAlexW2072475940MaRDI QIDQ2878948

Publication date: 5 September 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5524

zbMATH Keywords

inverse problem importance sampling Markov chain Monte Carlo Kullback-Leibler divergence Bayesian inference polynomial chaos cross-entropy method

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Inverse problems for PDEs (35R30) Numerical analysis or methods applied to Markov chains (65C40) Approximation by polynomials (41A10)

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