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]

@article{ScheichlST17,
  title = {Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems},
  author = {Robert Scheichl and Andrew M. Stuart and Aretha L. Teckentrup},
  year = {2017},
  doi = {10.1137/16M1061692},
  url = {https://doi.org/10.1137/16M1061692},
  researchr = {https://researchr.org/publication/ScheichlST17},
  cites = {0},
  citedby = {0},
  journal = {SIAM/ASA J. Uncertain. Quantification},
  volume = {5},
  number = {1},
  pages = {493-518},
}