Work

Stochastic Partial Differential Equations as priors in ensemble methods for solving inverse problems

Year: 2009

Type: article

Abstract: This article describes a coordinate free approach to modelling stochastic textures through the application of stochastic partial differential equations. The intended application is that of sampling from a prior probability density in the solution of inverse problems by Bayesian filtering methods. In simpler cases analytical formulae for the correlation functions can be derived. Such formulae can then be used to guide parameter selection in the general case where numerical methods are necessary.

Source: Oxford University Research Archive (ORA) (University of Oxford)

Authors: Potsepaev, R, Farmer, C, Aziz, M

Institution: Schlumberger (United States)

Language: English

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: King Abdullah University of Science and Technology, Engineering and Physical Sciences Research Council

Award: G551029724

OpenAlex ID: W141036266

FWCI:

Cites: 9

Cited by:

Related to: 10