Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems

DOI10.1016/j.jcp.2015.12.032zbMath1352.65010arXiv1507.06244OpenAlexW2219657383MaRDI QIDQ729447

Mike Christie, Tan Bui-Thanh, Shiwei Lan, Mark A. Girolami

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/1507.06244

zbMATH Keywords

Markov chain Monte Carlouncertainty quantificationBayesian inverse problemsHamiltonian Monte CarloGaussian process emulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Uses Software

• MUCM
• NUTS

Cites Work

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