Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors

DOI10.1137/130929904zbMath1322.65008arXiv1302.2213OpenAlexW2963018747MaRDI QIDQ2945165

Sebastian J. Vollmer

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

zbMATH Keywords

computational complexitygroundwater flowMetropolis-Hastings algorithmMarkov chain Monte Carlo methodsBayesian inverse problemselliptic inverse problemnon-Gaussian prior measures

Mathematics Subject Classification ID

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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