Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
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Bayesian inverse problemsfinite element approximationGaussian priorlog-normal coefficientmultilevel Markov chain Monte Carlooptimal complexity
Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Bayesian inference (62F15) Monte Carlo methods (65C05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
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- A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
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Cited in
(13)- Implicit sampling for hierarchical Bayesian inversion and applications in fractional multiscale diffusion models
- Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems
- 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
- 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
- Bayesian inversion of log-normal eikonal equations
- scientific article; zbMATH DE number 7709350 (Why is no real title available?)
- 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 on Riemannian and Randers manifolds
- Numerical analysis of Bayesian inverse problems of spectral fractional elliptic equations under log-normal setting
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