Estimating posterior quantity of interest expectations in a multilevel scalable framework

DOI10.1002/NLA.2352MaRDI QIDQ4994549zbMATH OpenOpenAlexFDO

Authors Hillary R. Fairbanks, Sarah V. Osborn, Panayot S. Vassilevski

Publication date 18 June 2021

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.2352

zbMATH Keywords

algebraic multigridBayesian inferencemultilevel methodsmultilevel Monte Carloscalable uncertainty quantification

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

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• Calculating Bayesian model evidence for porous-media flow using a multilevel estimator

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