Search
Results
-
Sparse MCMC gpc Finite Element Methods for Bayesian Inverse Problems
(2012)SAM Research ReportSeveral classes of MCMC methods for the numerical solution of Bayesian Inverse Problems for partial differential equations (PDEs) with unknown random field coefficients are considered. A general framework for their numerical analysis is presented. The complexity of MCMC sampling for the unknown fields from the posterior density, as well as the convergence of the discretization error of the PDE of interest in the forward response map, is ...Report