Adaptive Construction of Surrogates for the Bayesian Solution of Inverse Problems
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Publication:2878948
DOI10.1137/130938189zbMath1415.65009arXiv1309.5524MaRDI QIDQ2878948
Youssef M. Marzouk, Jinglai Li
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
inverse problem; importance sampling; Markov chain Monte Carlo; Kullback-Leibler divergence; Bayesian inference; polynomial chaos; cross-entropy method
62F15: Bayesian inference
65C05: Monte Carlo methods
35R30: Inverse problems for PDEs
65C40: Numerical analysis or methods applied to Markov chains
41A10: Approximation by polynomials
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