multilevel methods

[1] Cui, T., Fox, C., & O’sullivan, M. J. (2011). Bayesian calibration of a large-scale geothermal reservoir model by a new adaptive delayed acceptance Metropolis Hastings algorithm. Water Resources Research, 47(10). https://doi.org/10.1029/2010WR010352

[2] Cui, T., Fox, C., & O’Sullivan, M. J. (2019). A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems. International Journal for Numerical Methods in Engineering, 118(10), 578–605. https://doi.org/10.1002/nme.6028

[3] Cui, T., Detommaso, G., & Scheichl, R. (2024). Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems. Inverse Problems, 035005. https://doi.org/10.1088/1361-6420/ad1e2c

[4] Cui, T., De Sterck, H., Gilbert, A. D., Polishchuk, S., & Scheichl, R. (2023). Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems.