Multilevel Markov Chain-Monte Carlo Method for Bayesian Inversion

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：chenzeqian

【摘要】

：

　　We develop a new Multilevel Markov Chain Monte Carlo sampling strategy for Bayesian Inversion of partial differential equations,with sampling from a multile

【作者】

：

Hoang Viet Ha

【机构】

：

Nanyang Technological Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　We develop a new Multilevel Markov Chain Monte Carlo sampling strategy for Bayesian Inversion of partial differential equations,with sampling from a multilevel discretization of the posterior and a multilevel discretization of the forward PDE.

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