Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems.
Robert ScheichlAndrew M. StuartAretha L. TeckentrupPublished in: SIAM/ASA J. Uncertain. Quantification (2017)
Keyphrases
- monte carlo methods
- inverse problems
- monte carlo
- quasi monte carlo
- image reconstruction
- partial differential equations
- global optimization
- convex optimization
- optimization methods
- optimization problems
- particle filter
- bayesian networks
- simulated annealing
- probability distribution
- variance reduction
- markov chain monte carlo
- monte carlo method
- probabilistic model
- posterior probability
- machine learning
- level set
- image processing
- genetic algorithm