Multilevel Dimension-Independent Likelihood-Informed MCMC for Large-Scale Inverse Problems

Tiangang Cui, Gianluca Detommaso, Robert Scheichl

Type: Preprint

Publication Date: 2019-01-01

Citations: 7

DOI: https://doi.org/10.48550/arxiv.1910.12431

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+	Inverse Problem Theory and Methods for Model Parameter Estimation	2005	Albert Tarantola
+	Statistical and Computational Inverse Problems	2005	Jari P. Kaipio Erkki Somersalo
+	Bayesian calibration of a large‐scale geothermal reservoir model by a new adaptive delayed acceptance Metropolis Hastings algorithm	2011	Tiangang Cui Colin Fox Michael J. O’Sullivan
+ PDF Chat	A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow	2015	Tim Dodwell C. Ketelsen Robert Scheichl Aretha L. Teckentrup
+ PDF Chat	An Adaptive Metropolis Algorithm	2001	Heikki Haario Eero Saksman J. Tamminen
+ PDF Chat	Optimal Scaling of Discrete Approximations to Langevin Diffusions	1998	Gareth O. Roberts Jeffrey S. Rosenthal
+ PDF Chat	On the ergodicity properties of some adaptive MCMC algorithms	2006	Christophe Andrieu Éric Moulines
+ PDF Chat	Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients	2013	Aretha L. Teckentrup Robert Scheichl Michael B. Giles Elisabeth Ullmann
+	A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion	2012	James L. Martin Lucas C. Wilcox Carsten Burstedde Omar Ghattas
+ PDF Chat	A note on Metropolis-Hastings kernels for general state spaces	1998	Luke Tierney