Stochastic spectral methods for efficient Bayesian solution of inverse problems

Journal of Computational Physics

Volumn 224, Issue 2, 2007, Pages 560-586

  Marzouk, Youssef M ^a   Najm, Habib N ^a   Rahn, Larry A ^a  

^a SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Bayesian inference; Diffusive transport; Galerkin projection; Inverse problems; Markov chain Monte Carlo; Monte Carlo; Polynomial chaos; Spectral methods

Indexed keywords

BARIUM COMPOUNDS; BAYESIAN NETWORKS; DIFFERENTIAL EQUATIONS; INFERENCE ENGINES; MARKOV PROCESSES; MONTE CARLO METHODS; POLYNOMIALS; RANDOM VARIABLES; STOCHASTIC SYSTEMS;

BAYESIAN INFERENCE; CHAOS EXPANSIONS; DIFFUSIVE TRANSPORT; GALERKIN PROJECTIONS; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE-CARLO; MONTE CARLO; POLYNOMIAL CHAOS; SPECTRAL METHODS; STOCHASTICS;

INVERSE PROBLEMS;

EID: 34248523110     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2006.10.010     Document Type: Article

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