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math.NA2016★ 1 cited
Multilevel higher order Quasi-Monte Carlo Bayesian Estimation
Josef Dick, Robert N. Gantner, Quoc T. Le Gia +1
We propose and analyze deterministic multilevel approximations for Bayesian inversion of operator equations with uncertain distributed parameters, subject to additive Gaussian meas…
math.NA2016★ 18 cited
Higher order Quasi-Monte Carlo integration for Bayesian Estimation
Josef Dick, Robert N. Gantner, Quoc T. Le Gia +1
We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator equations with holomorphic d…