A computational framework for infinite-dimensional Bayesian inverse problems. II: stochastic Newton MCMC with application to ice sheet flow inverse problems

DOI10.1137/130934805MaRDI QIDQ6486743zbMATH OpenFDO

Authors Noemi Petra, James V. Martin, Georg Stadler, Omar Ghattas

Publication date 17 November 2014

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferenceMCMCuncertainty quantificationlow-rank approximationinfinite-dimensional inverse problemsice sheet dynamicsstochastic Newton

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) PDEs in connection with control and optimization (35Q93) Inverse problems for PDEs (35R30) Newton-type methods (49M15) Glaciology (86A40) PDEs in connection with statistics (35Q62)

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• A computational framework for infinite-dimensional Bayesian inverse problems. II: stochastic Newton MCMC with application to ice sheet flow inverse problems

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