Derivative-Free Bayesian Inversion Using Multiscale Dynamics (Q5037770): Difference between revisions

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scientific article; zbMATH DE number 7484035

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English	Derivative-Free Bayesian Inversion Using Multiscale Dynamics	scientific article; zbMATH DE number 7484035

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scholarly article

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Derivative-Free Bayesian Inversion Using Multiscale Dynamics (English)

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Grigorios A. Pavliotis

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Andrew M. Stuart

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SIAM Journal on Applied Dynamical Systems

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publication date

4 March 2022

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full work available at URL

https://arxiv.org/abs/2102.00540

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zbMATH Keywords

inverse problems

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multiscale methods

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derivative-free methods

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Spectral Methods for Multiscale Stochastic Differential Equations

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Sparsity-promoting and edge-preserving maximum <i>a posteriori</i> estimators in non-parametric Bayesian inverse problems

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The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function

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The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density

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Two-Point Step Size Gradient Methods

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On stochastic mirror descent with interacting particles: convergence properties and variance reduction

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Pathwise accuracy and ergodicity of metropolized integrators for SDEs

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Derivative free analogues of the Levenberg-Marquardt and Gauss algorithms for nonlinear least squares approximation

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An analytical framework for consensus-based global optimization method

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Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations

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Deep relaxation: partial differential equations for optimizing deep neural networks

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Generalized Modes in Bayesian Inverse Problems

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Introduction to Derivative-Free Optimization

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

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MAP estimators and their consistency in Bayesian nonparametric inverse problems

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Mean Field Simulation for Monte Carlo Integration

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Sequential Monte Carlo Samplers

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Analysis of multiscale methods for stochastic differential equations

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Investigation of the sampling performance of ensemble-based methods with a simple reservoir model

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Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems

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The ensemble Kalman filter for combined state and parameter estimation

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Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler

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Affine Invariant Interacting Langevin Dynamics for Bayesian Inference

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Computing Forward-Difference Intervals for Numerical Optimization

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Ensemble samplers with affine invariance

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Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation

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Approximate Gauss–Newton Methods for Nonlinear Least Squares Problems

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A regularizing Levenberg - Marquardt scheme, with applications to inverse groundwater filtration problems

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Monte Carlo sampling methods using Markov chains and their applications

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Maximum<i>a posteriori</i>probability estimates in infinite-dimensional Bayesian inverse problems

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Hierarchical models in statistical inverse problems and the Mumford–Shah functional

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Kinetic methods for inverse problems

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Methods of conjugate gradients for solving linear systems

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Ensemble Kalman methods for inverse problems

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Optimal scaling for the transient phase of the random walk Metropolis algorithm: the mean-field limit

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Statistical and computational inverse problems.

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Optimization by Simulated Annealing

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Ensemble Kalman inversion: a derivative-free technique for machine learning tasks

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Derivative-free optimization methods

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Molecular dynamics. With deterministic and stochastic numerical methods

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The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics

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Ensemble preconditioning for Markov chain Monte Carlo simulation

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Ergodic properties of quasi-Markovian generalized Langevin equations with configuration dependent noise and non-conservative force

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Partial differential equations and stochastic methods in molecular dynamics

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A method for the solution of certain non-linear problems in least squares

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Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime

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An Algorithm for Least-Squares Estimation of Nonlinear Parameters

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Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations

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Equation of State Calculations by Fast Computing Machines

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Asymptotic analysis for the generalized Langevin equation

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On the Poisson equation and diffusion approximation. I

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Stochastic Processes and Applications

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Scaling limits for the generalized Langevin equation

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White Noise Limits for Inertial Particles in a Random Field

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Multiscale Methods

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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 consensus-based model for global optimization and its mean-field limit

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A dynamical systems framework for intermittent data assimilation

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Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches

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A Stochastic Approximation Method

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Weak convergence and optimal scaling of random walk Metropolis algorithms

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Optimal scaling for various Metropolis-Hastings algorithms.

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Exponential convergence of Langevin distributions and their discrete approximations

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Analysis of the Ensemble Kalman Filter for Inverse Problems

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Convergence analysis of ensemble Kalman inversion: the linear, noisy case

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Inverse problems: A Bayesian perspective

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Sufficient conditions for torpid mixing of parallel and simulated tempering

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The Effective Energy Transformation Scheme as a Special Continuation Approach to Global Optimization with Application to Molecular Conformation

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Identifiers

zbMATH Open document ID

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10.1137/21M1397416

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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