Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

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@article{Arnst2017ItSDEMM, title={It{\^o}-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification}, author={M. Arnst and B. Abello {\'A}lvarez and Jean-Philippe Ponthot and R. Boman}, journal={J. Comput. Physics}, year={2017}, volume={349}, pages={59-79} }