Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (Q1695336)

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scientific article; zbMATH DE number 6835444
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Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
scientific article; zbMATH DE number 6835444

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    Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification (English)
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    7 February 2018
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    Itô stochastic differential equation
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    Markov chain Monte Carlo
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    Bayesian inference
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    error budget
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    limited data
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