Scaling limits in computational Bayesian inversion

DOI10.1051/m2an/2016005zbMath1358.65013OpenAlexW2627085529MaRDI QIDQ2953004

Claudia Schillings, Christoph Schwab

Publication date: 30 December 2016

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/10e2cd0de30b3f7c04edc5c7d6d74a8b6c0dbbf6

zbMATH Keywords

convergenceMarkov chain Monte Carlo methoderror boundTikhonov regularizationnumerical experimentRichardson extrapolationquasi-Newton methodssparsityBayesian inverse problemsSR1 updateparametric operator equationsnon-Gaussian priorposterior reparametrizationSmolyak quadrature

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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