Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
DOI10.1088/1361-6420/AB2A1EzbMATH Open1491.65010OpenAlexW2950467927WikidataQ127661119 ScholiaQ127661119MaRDI QIDQ5000562FDOQ5000562
Christoph Schwab, Jia Hao Quek, Viet Ha Hoang
Publication date: 14 July 2021
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1361-6420/ab2a1e
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finite element approximationGaussian prioroptimal complexityBayesian inverse problemsmultilevel Markov chain Monte Carlolog-normal coefficient
Bayesian inference (62F15) Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Inverse problems for PDEs (35R30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cited In (7)
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- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- Deep neural network expression of posterior expectations in Bayesian PDE inversion
- Multilevel Markov Chain Monte Carlo for Bayesian Inversion of Parabolic Partial Differential Equations under Gaussian Prior
- Bayesian inversion of log-normal eikonal equations
- Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
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