Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems

DOI10.1016/j.jcp.2014.11.010zbMath1351.62075arXiv1404.7188OpenAlexW2021857616MaRDI QIDQ728862

Matthias Morzfeld, Xuemin Tu, Fei Lu, Alexandre Joel Chorin

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.7188

zbMATH Keywords

Monte Carlo samplingBayesian inverse problempolynomial chaos expansion

Mathematics Subject Classification ID

Bayesian inference (62F15) General theory of stochastic processes (60G07)

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