Derivative-Free Bayesian Inversion Using Multiscale Dynamics
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Publication:5037770
DOI10.1137/21M1397416zbMath1493.62132arXiv2102.00540OpenAlexW4287196228MaRDI QIDQ5037770
U. Vaes, Andrew M. Stuart, Grigorios A. Pavliotis
Publication date: 4 March 2022
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.00540
Bayesian inference (62F15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Stochastic particle methods (65C35)
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