Dimension-independent likelihood-informed MCMC

Title
Dimension-independent likelihood-informed MCMC
Authors
Keywords
Markov chain Monte Carlo, Likelihood-informed subspace, Infinite-dimensional inverse problems, Langevin SDE, Conditioned diffusion
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 304, Issue -, Pages 109-137
Publisher
Elsevier BV
Online
2015-10-19
DOI
10.1016/j.jcp.2015.10.008

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