Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations
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Publication:2938453
DOI10.1137/130930364zbMath1308.65010arXiv1307.6127OpenAlexW1973396249MaRDI QIDQ2938453
Ajay Jasra, Nikolas Kantas, Alexandros Beskos
Publication date: 14 January 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.6127
Bayesian inference (62F15) Monte Carlo methods (65C05) Navier-Stokes equations for incompressible viscous fluids (76D05) Inverse problems for PDEs (35R30) Navier-Stokes equations (35Q30)
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