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Transport and Multilevel Approaches for Large-Scale PDE-Constrained Bayesian Inference

Presenter
April 23, 2020
ICERM
Event: VIRTUAL ONLY: Computational Statistics and Data-Driven Models
Keywords:
  • multilevel Markov chain Monte Carlo
  • bayesian inference
  • likelihood-informed subspaces
  • low-rank tensor surrogates
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Abstract
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