A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems

DOI10.1002/NME.6028zbMATH Open1543.65007MaRDI QIDQ6555345FDOQ6555345

Authors: Tiangang Cui, Colin Fox, Michael J. O'Sullivan 

Publication date: 14 June 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Recommendations

• Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography
• Multiscale model reduction method for Bayesian inverse problems of subsurface flow
• Multilevel Delayed Acceptance MCMC
• A review of Markov chain Monte Carlo and information theory tools for inverse problems in subsurface flow
• A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion

zbMATH Keywords

inverse problemadaptive MCMCdelayed acceptancereduced modelgeothermal reservoir modeling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Inverse problems in geophysics (86A22) Flows in porous media; filtration; seepage (76S05)

Cites Work

• Gaussian Markov Random Fields
• Bayesian calibration of computer models. (With discussion)
• An adaptive Metropolis algorithm
• Monte Carlo sampling methods using Markov chains and their applications
• Monte Carlo strategies in scientific computing
• Optimal scaling for various Metropolis-Hastings algorithms.
• Title not available (Why is that?)
• Equation of state calculations by fast computing machines
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• On adaptive Markov chain Monte Carlo algorithms
• On the ergodicity properties of some adaptive MCMC algorithms
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Statistical inverse problems: discretization, model reduction and inverse crimes
• Parameter and state model reduction for large-scale statistical inverse problems
• Adaptive Gibbs samplers and related MCMC methods
• A survey of projection-based model reduction methods for parametric dynamical systems
• A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
• Title not available (Why is that?)
• Markov Chain Monte Carlo Methods for High Dimensional Inversion in Remote Sensing
• A Bayesian approach to characterizing uncertainty in inverse problems using coarse and fine-scale information
• Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
• Data-driven model reduction for the Bayesian solution of inverse problems
• Bayesian Inversion of Geoelectrical Resistivity Data
• Dimension-independent likelihood-informed MCMC
• Bayesian Analysis of the Scatterometer Wind Retrieval Inverse Problem: Some New Approaches
• Accurate solution of Bayesian inverse uncertainty quantification problems combining reduced basis methods and reduction error models
• Speeding up MCMC by Delayed Acceptance and Data Subsampling

Cited In (1)

• A MCMC method based on surrogate model and Gaussian process parameterization for infinite Bayesian PDE inversion

This page was built for publication: A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6555345)