Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
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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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Cites work
- scientific article; zbMATH DE number 3948655 (Why is no real title available?)
- scientific article; zbMATH DE number 1223843 (Why is no real title available?)
- A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
- A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
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- Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity
- Bayesian inverse problems for functions and applications to fluid mechanics
- Bayesian inverse problems in measure spaces with application to Burgers and Hamilton-Jacobi equations with white noise forcing
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
- Geometric MCMC for infinite-dimensional inverse problems
- Inverse problems: a Bayesian perspective
- Markov Chains and Stochastic Stability
- Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
- Multilevel sequential Monte Carlo samplers
- Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals
- On the convergence of adaptive sequential Monte Carlo methods
- Parameter and state model reduction for large-scale statistical inverse problems
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- Sequential Monte Carlo methods for Bayesian elliptic inverse problems
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Stochastic Galerkin discretization of the log-normal isotropic diffusion problem
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
- Wavelet Methods for Elliptic Partial Differential Equations
Cited in
(12)- scientific article; zbMATH DE number 7709350 (Why is no real title available?)
- 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
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- 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
- Multilevel hierarchical decomposition of finite element white noise with application to multilevel Markov chain Monte Carlo
- A hybrid two-level MCMC framework to accelerate posterior mean estimation with deep learning surrogates for Bayesian inverse problems
- Bayesian inversion of log-normal eikonal equations
- Bayesian inversion of log-normal eikonal equations on Riemannian and Randers manifolds
- Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
- Multilevel Markov chain Monte Carlo for Bayesian inversion of parabolic partial differential equations under Gaussian prior
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