Multilevel Markov Chain Monte Carlo
DOI10.1137/19M126966XzbMath1432.65008OpenAlexW2965797527MaRDI QIDQ5232352
A. L. Teckentrup, Tim Dodwell, Christian Ketelsen, Robert Scheichl
Publication date: 2 September 2019
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m126966x
finite element analysisMetropolis-Hastings algorithmsmultilevel Monte Carloelliptic PDEs with random coefficientslog-normal coefficients
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical analysis or methods applied to Markov chains (65C40) PDEs with randomness, stochastic partial differential equations (35R60)
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