Proposals which speed up function-space MCMC

DOI10.1016/J.CAM.2013.07.026zbMath1301.65004arXiv1212.4767OpenAlexW2764984163MaRDI QIDQ2252357

Kody J. H. Law

Publication date: 17 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4767

zbMATH Keywords

Navier-Stokes equationBayesian nonparametricsMetropolis-HastingsBayesian inverse problemsfunction-space Markov chain Monte Carlo

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (22)

Statistical Finite Elements via Langevin Dynamics ⋮ Information-geometric Markov chain Monte Carlo methods using diffusions ⋮ Dimension-independent likelihood-informed MCMC ⋮ Geometric MCMC for infinite-dimensional inverse problems ⋮ Scaling limits in computational Bayesian inversion ⋮ Scaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural Networks ⋮ Hamiltonian-Assisted Metropolis Sampling ⋮ Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems ⋮ Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo ⋮ Determining white noise forcing from Eulerian observations in the Navier-Stokes equation ⋮ A Hybrid Adaptive MCMC Algorithm in Function Spaces ⋮ On exact posterior distributions using H-functions ⋮ Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems ⋮ Non-stationary multi-layered Gaussian priors for Bayesian inversion ⋮ An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions ⋮ On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference ⋮ On a generalization of the preconditioned Crank-Nicolson metropolis algorithm ⋮ Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise ⋮ Ergodicity of Markov chain Monte Carlo with reversible proposal ⋮ Bayesian inversion of a diffusion model with application to biology ⋮ Ensemble sampler for infinite-dimensional inverse problems ⋮ Accelerated Dimension-Independent Adaptive Metropolis

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• MAP estimators and their consistency in Bayesian nonparametric inverse problems
• MCMC methods for functions: modifying old algorithms to make them faster

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