Multilevel higher-order quasi-Monte Carlo Bayesian estimation - Dick, Josef; Gantner, Robert N.; Le Gia, Quoc T.; Schwab, Christoph (Mathematical models & methods in applied sciences, 2017)
Keywords: Algorithms; Applications of mathematics; Approximation; Bayesian analysis; Convergence; Discretization; Forward problem; Galerkin method; Monte Carlo simulation; Multilevel; Parameter uncertainty; Parameterization; Partial differential equations; Regularity; Smoothness; Sparsity; Higher-order quasi-Monte Carlo; uncertainty quantification; Bayesian inverse problems; parametric operator equations; SPOD weights; infinite-dimensional quadrature; CBC construction