Complexity analysis of accelerated MCMC methods for Bayesian inversion

The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse pr...

Full description

Saved in:
Bibliographic Details
Main Authors: Hoang, Viet Ha., Schwab, Christoph., Stuart, Andrew M.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2014
Subjects:
Online Access:https://hdl.handle.net/10356/101372
http://hdl.handle.net/10220/18708
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English