A Multiscale Strategy for Bayesian Inference Using Transport Maps
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Publication:3179325
DOI10.1137/15M1032478zbMath1356.62038arXiv1507.07024MaRDI QIDQ3179325
Youssef M. Marzouk, Tarek Moselhy, Matthew D. Parno
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07024
inverse problems; Markov chain Monte Carlo; optimal transportation; Bayesian inference; multiscale modeling; multiscale finite element method; subsurface flow
62F15: Bayesian inference
86A22: Inverse problems in geophysics
62P35: Applications of statistics to physics
65N21: Numerical methods for inverse problems for boundary value problems involving PDEs
Related Items
Unnamed Item, Multilevel Monte Carlo for Smoothing via Transport Methods, Iterative Importance Sampling Algorithms for Parameter Estimation, A Geometric Approach to the Transport of Discontinuous Densities, A Distributed Framework for the Construction of Transport Maps, On Large Lag Smoothing for Hidden Markov Models, A Continuation Method in Bayesian Inference, Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion, A Riemann-Stein kernel method, Transport Map Accelerated Markov Chain Monte Carlo, A Multiscale Strategy for Bayesian Inference Using Transport Maps
Uses Software
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