Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
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Publication:5000562
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
(10)- Multilevel hierarchical decomposition of finite element white noise with application to multilevel Markov chain Monte Carlo
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- scientific article; zbMATH DE number 7709350 (Why is no real title available?)
- Multilevel Markov chain Monte Carlo for Bayesian inversion of parabolic partial differential equations under Gaussian prior
- Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
- Implicit sampling for hierarchical Bayesian inversion and applications in fractional multiscale diffusion models
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- Bayesian inversion of log-normal eikonal equations
- Deep neural network expression of posterior expectations in Bayesian PDE inversion
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