A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
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Publication:2909273
DOI10.1137/110845598zbMATH Open1250.65011OpenAlexW2082261407MaRDI QIDQ2909273FDOQ2909273
Authors: James Martin, Lucas C. Wilcox, Carsten Burstedde, Omar Ghattas 
Publication date: 30 August 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5a88c9ffcfc30745cbd00403385418ee3984883c
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Bayesian inferencenumerical examplesMarkov chain Monte Carlo methodBayesian solutionseismic wave propagationstochastic Newton methodlarge-scale statistical inverse problems
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Applications of statistics to physics (62P35) Seismology (including tsunami modeling), earthquakes (86A15) PDEs in connection with control and optimization (35Q93) Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) PDEs in connection with geophysics (35Q86) PDEs in connection with statistics (35Q62)
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