A Semiautomatic Method for History Matching Using Sequential Monte Carlo

DOI10.1137/19M1286694zbMath1468.62261arXiv1710.03133OpenAlexW3192449266MaRDI QIDQ5010089

David J. Nott, Christopher C. Drovandi, Daniel E. Pagendam

Publication date: 24 August 2021

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.03133

zbMATH Keywords

emulatorGaussian processMarkov chain Monte CarloMarkov processeshydrologyhistory matching

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12) Response surface designs (62K20)

Uses Software

• DREAM

Cites Work

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