Stochastic Partial Differential Equations as priors in ensemble methods for solving inverse problems

This article describes a coordinate free approach to modelling stochastic textures through the application of stochastic partial differential equations. The intended application is that of sampling from a prior probability density in the solution of inverse problems by Bayesian filtering methods. In...

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Bibliographic Details
Main Authors: Potsepaev, R, Farmer, C, Aziz, M
Format: Journal article
Published: 2009