Publication:5268658
From MaRDI portal
zbMath1364.62064MaRDI QIDQ5268658
Youssef M. Marzouk, Dongbin Xiu
Publication date: 20 June 2017
Full work available at URL: https://docs.lib.purdue.edu/cgi/viewcontent.cgi?article=1019&context=prism
inverse problems; Bayesian inference; uncertainty quantification; stochastic collocation; generalized polynomial chaos
62F15: Bayesian inference
65M70: Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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