A Multiscale Strategy for Bayesian Inference Using Transport Maps
From MaRDI portal
Publication:3179325
DOI10.1137/15M1032478zbMath1356.62038arXiv1507.07024MaRDI QIDQ3179325
Youssef M. Marzouk, Tarek Moselhy, Matthew D. Parno
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07024
inverse problemsMarkov chain Monte Carlooptimal transportationBayesian inferencemultiscale modelingmultiscale finite element methodsubsurface flow
Bayesian inference (62F15) Inverse problems in geophysics (86A22) Applications of statistics to physics (62P35) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)
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