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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > SPDE Limits for Metropolis-Hastings methos

## SPDE Limits for Metropolis-Hastings methosAdd to your list(s) Download to your calendar using vCal - Stuart, A (Warwick)
- Thursday 07 January 2010, 10:00-11:00
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact Mustapha Amrani. Stochastic Partial Differential Equations In this talk I will frame a range of inverse problems arising from the conjunction of differential equations and data in a common framework of Bayesian statistics in function space. I will prove a well-posedness result for the inverse problem, and use the same setting to prove a result concerning the existence of probability maximizers. Applications in fluid mechanics (Navier-Stokes equation) and subsurface geophysics (elliptic equation) will be given. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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