A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems
Author:
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
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/nme.6028/fullpdf
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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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