Multilevel sequential Monte Carlo for Bayesian inverse problems

DOI10.1016/j.jcp.2018.04.014zbMath1392.65012arXiv1709.09763OpenAlexW2759608098MaRDI QIDQ725440

Jonas Latz, Elisabeth Ullmann, Iason Papaioannou

Publication date: 1 August 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.09763

zbMATH Keywords

finite element methodpartial differential equationparticle filteruncertainty quantificationsequential importance samplingtempering

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs in connection with geophysics (35Q86)

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