Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems

DOI10.1137/20M1318365MaRDI QIDQ5149778

Johnathan M. Bardsley, Tiangang Cui

Publication date: 8 February 2021

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

Full work available at URL: https://arxiv.org/abs/2002.06358

zbMATH Keywords

inverse problemsMarkov chain Monte Carlopositron emission tomographyhierarchical BayesPoisson likelihoodpseudomarginalization

Mathematics Subject Classification ID

Related Items (2)

Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems ⋮ A fast and efficient Markov chain Monte Carlo method for market microstructure model

Uses Software

• GMRFLib

Cites Work

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