Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems

DOI10.1137/18M1166523zbMath1409.62062arXiv1712.05717WikidataQ128944304 ScholiaQ128944304MaRDI QIDQ4611529

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Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.05717

zbMATH Keywords

uncertainty quantificationprobabilistic numericsBayesian inverse problemsurrogate modelposterior consistencyrandom likelihoodrandomized misfit

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Numerical interpolation (65D05) Randomized algorithms (68W20)

Related Items (13)

Randomised one-step time integration methods for deterministic operator differential equations ⋮ Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems ⋮ Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification ⋮ Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration ⋮ Stability of doubly-intractable distributions ⋮ Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems ⋮ A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems ⋮ Error Bounds for Some Approximate Posterior Measures in Bayesian Inference ⋮ Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography ⋮ Statistical Treatment of Inverse Problems Constrained by Differential Equations-Based Models with Stochastic Terms ⋮ Strong convergence rates of probabilistic integrators for ordinary differential equations ⋮ A modern retrospective on probabilistic numerics ⋮ A role for symmetry in the Bayesian solution of differential equations

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