Estimating posterior quantity of interest expectations in a multilevel scalable framework

DOI10.1002/NLA.2352OpenAlexW3116273737MaRDI QIDQ4994549

Panayot S. Vassilevski, Hillary R. Fairbanks, Sarah V. Osborn

Publication date: 18 June 2021

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2352

zbMATH Keywords

algebraic multigridmultilevel methodsBayesian inferencemultilevel Monte Carloscalable uncertainty quantification

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Monte Carlo methods (65C05)

Related Items (3)

Parallel Element-Based Algebraic Multigrid for \(\boldsymbol{H}\) (curl) and \(\boldsymbol{H}\) (div) Problems Using the ParELAG Library ⋮ Multi-agent reinforcement learning aided sampling algorithms for a class of multiscale inverse problems ⋮ Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method

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