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Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals - MaRDI portal

Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals (Q3176244)

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Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
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    title
    Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals (English)
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    author
    Alexandros Beskos
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    Ajay Jasra
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    Youssef M. Marzouk
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    Yan Zhou
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    Kody J. H. Law
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    publication date
    19 July 2018
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    zbMATH Keywords
    multilevel Monte Carlo
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    sequential Monte Carlo
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    Bayesian inverse problem
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    uncertainty quantification
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    cites work
    Q2778914
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    Q4819702
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    Q3015765
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    Data Assimilation
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    Q3875490
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    Identifiers

    DOI
    10.1137/17M1120993
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    Mathematics Subject Classification ID
    82C80
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    60K35
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    65C05
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    65C60
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    62F15
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    zbMATH DE Number
    6908461
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    arXiv ID
    1703.04866
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    OpenAlex ID
    W2603909564
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