Multilevel Monte Carlo method with applications to stochastic partial differential equations.
Andrea BarthAnnika LangPublished in: Int. J. Comput. Math. (2012)
Keyphrases
- partial differential equations
- monte carlo method
- monte carlo
- markov chain
- ambrosio tortorelli
- anisotropic diffusion
- numerical solution
- image denoising
- image enhancement
- image processing
- level set
- genetic algorithm
- multiscale
- bayesian learning
- posterior distribution
- maximum likelihood estimation
- high order
- state space
- probability distribution
- natural images
- denoising
- neural network
- posterior probability
- pattern recognition
- markov chain monte carlo
- generalized gaussian
- particle filter
- maximum likelihood