Complexity analysis of accelerated MCMC methods for Bayesian inversion

• 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: DRNTU::Science::Mathematics::Discrete mathematics::Algorithms
• Online Access: https://hdl.handle.net/10356/101372; http://hdl.handle.net/10220/18708
• Institution: Nanyang Technological University

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...