SPDE Limits for Metropolis-Hastings methos

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• 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.

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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.

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