Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems
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Publication:4992234
Bayesian inverse problemsBesov priorselliptic partial differential equationshigh-dimensional integrationquasi-Monte Carlo methods
Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cited in
(22)- Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- Polynomial estimates for transmission problems on domains with flat boundary
- Higher-order quasi-Monte Carlo for Bayesian shape inversion
- A Bayesian Numerical Homogenization Method for Elliptic Multiscale Inverse Problems
- Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
- Polynomial bounds for the solutions of parametric transmission problems on smooth, bounded domains
- Convergence rates of non-stationary and deep Gaussian process regression
- Quasi-Monte Carlo for partial differential equations with generalized Gaussian input uncertainty
- Uncertainty quantification for electrical impedance tomography using quasi-Monte Carlo methods
- A-posteriori QMC-FEM error estimation for Bayesian inversion and optimal control with entropic risk measure
- Application of dimension truncation error analysis to high-dimensional function approximation in uncertainty quantification
- Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions
- Quasi-Monte Carlo and discontinuous Galerkin
- A localized consensus-based sampling algorithm
- Sparsity for infinite-parametric holomorphic functions on Gaussian spaces
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
- A median QMC method for unbounded integrands over \(\mathbb{R}^s\) in weighted unanchored Sobolev spaces
- Quasi-Monte Carlo for Bayesian design of experiment problems governed by parametric PDEs
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