Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems
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Publication:4610150
DOI10.1137/16M1087229zbMath1390.60255arXiv1704.00680MaRDI QIDQ4610150
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Publication date: 5 April 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1704.00680
Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Convergence of probability measures (60B10)
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