Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
DOI10.1137/130929904zbMath1322.65008arXiv1302.2213OpenAlexW2963018747MaRDI QIDQ2945165
Publication date: 9 September 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2213
computational complexitygroundwater flowMetropolis-Hastings algorithmMarkov chain Monte Carlo methodsBayesian inverse problemselliptic inverse problemnon-Gaussian prior measures
Computational methods in Markov chains (60J22) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Inverse problems for PDEs (35R30) Numerical analysis or methods applied to Markov chains (65C40) Complexity and performance of numerical algorithms (65Y20) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
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