scientific article; zbMATH DE number 5587343

zbMath1179.65003MaRDI QIDQ5190855

Alexandros Beskos, Andrew M. Stuart

Publication date: 27 July 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

computational complexityinverse problemsignal processingmolecular dynamicsMCMCLagrangian data assimilationMetropolis-Hastings methodBayes's formulachange of measure from GaussianLangevin SPDEsLangevin stochastic partial differential equationsMarkov chain Monte-Carlo(MCMC) methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Complexity and performance of numerical algorithms (65Y20)

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