Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems

DOI10.1088/1361-6420/ad1e2carXiv1910.12431OpenAlexW4390826594WikidataQ130132434 ScholiaQ130132434MaRDI QIDQ6194963

Robert Scheichl, Tiangang Cui, Gianluca Detommaso

Publication date: 16 February 2024

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.12431

zbMATH Keywords

inverse problemsmultilevel Monte Carlodimension-independent MCMClikelihood-informed subspaces

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05)

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