A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems

DOI10.1137/16M1060625zbMath1386.35391arXiv1602.03658MaRDI QIDQ3130408

Omar Ghattas, Tan Bui-Thanh, Kainan Wang

Publication date: 22 January 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.03658

zbMATH Keywords

inverse problems; Markov chain Monte Carlo; uncertainty quantification; randomized maximum a posteriori; trust region inexact Newton conjugate gradient

Mathematics Subject Classification ID

62F15: Bayesian inference

35R30: Inverse problems for PDEs

35Q93: PDEs in connection with control and optimization

35Q62: PDEs in connection with statistics