Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
type: Item
instance of: scholarly article
title: Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification
zbMATH Open document ID: 1380.62106
author: M. Arnst
author: B. Abello Álvarez
author: R. Boman
author: J. P. Ponthot
published in: Journal of Computational Physics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6835444
zbMATH Keywords: Itô stochastic differential equation
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: Bayesian inference
zbMATH Keywords: error budget
zbMATH Keywords: limited data
describes a project that uses: BayesDA
MaRDI profile type: Publication
full work available at URL: j.jcp.2017.08.005
OpenAlex ID: W2743473122
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DOI: 10.1016/J.JCP.2017.08.005
description: scientific article; zbMATH DE number 6835444