Scalable Optimization-Based Sampling on Function Space

DOI10.1137/19M1245220zbMath1471.62023arXiv1903.00870OpenAlexW3019869015MaRDI QIDQ5112552

Johnathan M. Bardsley, Tiangang Cui, Zheng Wang, Youssef M. Marzouk

Publication date: 29 May 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.00870

zbMATH Keywords

Markov chain Monte CarloBayesian inferenceinfinite-dimensional inverse problemstransport mapsMetropolis independence sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (7)

Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Randomized maximum likelihood based posterior sampling ⋮ Numerical algorithms for spline interpolation on space of probability density functions ⋮ MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure ⋮ Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems ⋮ Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization ⋮ Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: a review

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