Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems

Robert Scheichl, Andrew M. Stuart, Aretha L. Teckentrup. Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems. SIAM/ASA J. Uncertain. Quantification, 5(1):493-518, 2017. [doi]

Abstract

Abstract is missing.