Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions

DOI10.1088/1361-6420/ab2a1ezbMath1491.65010OpenAlexW2950467927WikidataQ127661119 ScholiaQ127661119MaRDI QIDQ5000562

Christoph Schwab, Jia Hao Quek, Viet Hà Hoàng

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

zbMATH Keywords

finite element approximationBayesian inverse problemsGaussian prioroptimal complexitymultilevel Markov chain Monte Carlolog-normal coefficient

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) 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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

Related Items (6)

Bayesian inversion of log-normal eikonal equations ⋮ Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation ⋮ Deep neural network expression of posterior expectations in Bayesian PDE inversion ⋮ Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo ⋮ Multilevel Markov Chain Monte Carlo for Bayesian Inversion of Parabolic Partial Differential Equations under Gaussian Prior ⋮ Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo

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