Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo
From MaRDI portal
Publication:2221416
DOI10.1016/j.jcp.2019.04.043zbMath1452.65007arXiv1807.05507OpenAlexW2951193522WikidataQ127999518 ScholiaQ127999518MaRDI QIDQ2221416
Publication date: 26 January 2021
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.05507
dimension reductionuncertainty quantificationBayesian inverse problemshigh-dimensional samplinginfinite-dimensional geometric Markov chain Monte Carlo method
Bayesian inference (62F15) Monte Carlo methods (65C05) PDE constrained optimization (numerical aspects) (49M41)
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