Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
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Publication:5269873
Bayesianinverse problemuncertainty quantificationquasi-Monte Carlofinite element methodsmultilevel Monte Carlohigh-dimensional approximation
Bayesian inference (62F15) Random fields; image analysis (62M40) Monte Carlo methods (65C05) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) PDEs with randomness, stochastic partial differential equations (35R60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
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- scientific article; zbMATH DE number 2237872 (Why is no real title available?)
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Cited in
(31)- Multi-index sequential Monte Carlo ratio estimators for Bayesian inverse problems
- Multilevel Monte Carlo estimation of the expected value of sample information
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
- Advanced Multilevel Monte Carlo Methods
- Multilevel Markov Chain Monte Carlo
- Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
- Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- Multi-fidelity uncertainty quantification method with application to nonlinear structural response analysis
- Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration
- Analysis of nested multilevel Monte Carlo using approximate normal random variables
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- Higher-order quasi-Monte Carlo for Bayesian shape inversion
- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
- Bayesian inversion for electromyography using low-rank tensor formats
- Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey
- Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
- Deep composition of tensor-trains using squared inverse Rosenblatt transports
- Sparse approximation of triangular transports. I: The finite-dimensional case
- Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
- Bayesian parameter identification in impedance boundary conditions for Helmholtz problems
- Approximation and sampling of multivariate probability distributions in the tensor train decomposition
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems
- Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification
- Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
- Multilevel approximation of Gaussian random fields: fast simulation
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