Multilevel higher-order quasi-Monte Carlo Bayesian estimation
نویسندگان
چکیده
منابع مشابه
Multilevel higher order Quasi-Monte Carlo Bayesian Estimation
We propose and analyze deterministic multilevel approximations for Bayesian inversion of operator equations with uncertain distributed parameters, subject to additive gaussian measurement data. The algorithms use a multilevel (ML) approach based on deterministic, higher order quasi-Monte Carlo (HoQMC) quadrature for approximating the high-dimensional expectations, which arise in the Bayesian es...
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ژورنال
عنوان ژورنال: Mathematical Models and Methods in Applied Sciences
سال: 2017
ISSN: 0218-2025,1793-6314
DOI: 10.1142/s021820251750021x