Geometric MCMC for infinite-dimensional inverse problems (Q1685436): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Geometric MCMC for infinite-dimensional inverse problems	scientific article

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scholarly article

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Geometric MCMC for infinite-dimensional inverse problems (English)

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Alexandros Beskos

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Andrew M. Stuart

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Mark A. Girolami

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Patrick E. Farrell

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Journal of Computational Physics

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publication date

14 December 2017

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full work available at URL

https://arxiv.org/abs/1606.06351

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zbMATH Keywords

Markov chain Monte Carlo

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local preconditioning

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infinite dimensions

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Bayesian inverse problems

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uncertainty quantification

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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MCMC METHODS FOR DIFFUSION BRIDGES

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Hybrid Monte Carlo on Hilbert spaces

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MCMC methods for functions: modifying old algorithms to make them faster

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Proposals which speed up function-space MCMC

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Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions

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On a generalization of the preconditioned Crank-Nicolson metropolis algorithm

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Dimension-independent likelihood-informed MCMC

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Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

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A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

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Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems

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Likelihood-informed dimension reduction for nonlinear inverse problems

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Active Subspaces

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A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

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A note on Metropolis-Hastings kernels for general state spaces

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Weak convergence and optimal scaling of random walk Metropolis algorithms

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Stochastic Equations in Infinite Dimensions

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The Geometry of Random Fields

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On the small balls problem for equivalent Gaussian measures

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Langevin diffusions and the Metropolis-adjusted Langevin algorithm

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Automated solution of differential equations by the finite element method. The FEniCS book

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Automated Derivation of the Adjoint of High-Level Transient Finite Element Programs

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Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo

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Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem

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Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions

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A comparison of outlet boundary treatments for prevention of backflow divergence with relevance to blood flow simulations

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Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems

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Accelerating Markov Chain Monte Carlo with Active Subspaces

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Advanced MCMC methods for sampling on diffusion pathspace

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JCP.2016.12.041

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Sitelinks

Mathematics(1 entry)

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