Randomized maximum likelihood based posterior sampling

DOI10.1007/s10596-021-10100-yzbMath1484.86017arXiv2101.03612OpenAlexW4206169900MaRDI QIDQ2130957

Dean S. Oliver, Yuming Ba, Sebastian Reich, Jana de Wiljes

Publication date: 25 April 2022

Published in: Computational Geosciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.03612

zbMATH Keywords

importance samplingminimizationBayesian inverse problemrandomized maximum likelihoodmultimodal posterior

Mathematics Subject Classification ID

Flows in porous media; filtration; seepage (76S05) Inverse problems in geophysics (86A22) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Geostatistics (86A32) Liquid-liquid two component flows (76T06)

Related Items (3)

Continuous Time Limit of the Stochastic Ensemble Kalman Inversion: Strong Convergence Analysis ⋮ Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Hybrid iterative ensemble smoother for history matching of hierarchical models

Uses Software

• FEniCS
• SyFi
• hIPPYlib
• PETSc/TS

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