Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

DOI10.1137/15M1033320zbMath1370.62018OpenAlexW2963333102MaRDI QIDQ5269863

Dean S. Oliver

Publication date: 28 June 2017

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

Full work available at URL: https://doi.org/10.1137/15m1033320

zbMATH Keywords

Markov chain Monte CarloBayesian inferenceMetropolis-Hastingsuncertainty quantificationindependence sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (13)

Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Randomized maximum likelihood based posterior sampling ⋮ Data assimilation in truncated plurigaussian models: impact of the truncation map ⋮ A data-space inversion procedure for well control optimization and closed-loop reservoir management ⋮ Gaussian mixture model fitting method for uncertainty quantification by conditioning to production data ⋮ Comparison of regularized ensemble Kalman filter and tempered ensemble transform particle filter for an elliptic inverse problem with uncertain boundary conditions ⋮ Scalable Optimization-Based Sampling on Function Space ⋮ A modified randomized maximum likelihood for improved Bayesian history matching ⋮ Calibration of imperfect models to biased observations ⋮ Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems ⋮ Distributed Gauss-Newton optimization method for history matching problems with multiple best matches ⋮ Unnamed Item ⋮ Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization

Uses Software

• NUTS

Cites Work

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