Multilevel higher-order quasi-Monte Carlo Bayesian estimation

DOI10.1142/S021820251750021XzbMath1375.65169arXiv1611.08324OpenAlexW2559327389MaRDI QIDQ2988720

Josef Dick, Christoph Schwab, Robert Nicholas Gantner, Quoc Thong Le Gia

Publication date: 19 May 2017

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.08324

zbMATH Keywords

algorithmconvergencenumerical testserror analysisPetrov-Galerkin methoduncertainty quantificationBayesian inverse problemsmultilevel approximationshigher-order quasi-Monte Carlo quadraturenon-linear parametric operator equations

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Stochastic particle methods (65C35)

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