Bayesian inverse problems with Monte Carlo forward models
The full application of Bayesian inference to inverse problems requires exploration of a posterior distribution that typically does not possess a standard form. In this context, Markov chain Monte Carlo (MCMC) methods are often used. These methods require many evaluations of a computationally intens...
Main Authors: | Bal, Guillaume, Langmore, Ian, Marzouk, Youssef M. |
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Other Authors: | Massachusetts Institute of Technology. Department of Aeronautics and Astronautics |
Format: | Article |
Language: | en_US |
Published: |
American Institute of Mathematical Sciences (AIMS)
2013
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Online Access: | http://hdl.handle.net/1721.1/78669 https://orcid.org/0000-0001-8242-3290 |
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