A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems

Author:

Cui Tiangang1,Fox Colin2ORCID,O'Sullivan Michael J.3ORCID

Affiliation:

1. School of Mathematical Sciences; Monash University; Melbourne Australia

2. Department of Physics; University of Otago; Dunedin New Zealand

3. Department of Engineering Science; The University of Auckland; Auckland New Zealand

Publisher

Wiley

Subject

Applied Mathematics,General Engineering,Numerical Analysis

Reference45 articles.

1. Sur les problèmes aux dérivées partielles et leur signification physique [On the problems about partial derivatives and their physical significance];Hadamard;Princet Univ Bull,1902

2. Markov chain Monte Carlo methods for conditioning a permeability field to pressure data;Oliver;Math Geol,1997

3. A Bayesian approach to characterizing uncertainty in inverse problems using coarse and fine-scale information;Higdon;IEEE Trans Signal Process,2002

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