Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography
DOI10.1007/s13137-020-00163-xzbMath1460.62036arXiv2009.08782OpenAlexW3088909026MaRDI QIDQ2023287
Markus Neumayer, Tiangang Cui, Colin D. Fox
Publication date: 3 May 2021
Published in: GEM - International Journal on Geomathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08782
inverse problemreduced modeladaptive MCMCMarkov chain Monte Carlo (MCMC)delayed acceptancegeothermal reservoircapacitance tomography
Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Numerical analysis or methods applied to Markov chains (65C40) Algorithms for approximation of functions (65D15) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
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