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...
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Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
2014
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/101372 http://hdl.handle.net/10220/18708 |
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Institution: | Nanyang Technological University |
Language: | English |