A transport-based multifidelity preconditioner for Markov chain Monte Carlo (Q2305532)

scientific article

Language	Label	Description	Also known as
English	A transport-based multifidelity preconditioner for Markov chain Monte Carlo	scientific article

Statements

instance of

scholarly article

0 references

title

A transport-based multifidelity preconditioner for Markov chain Monte Carlo (English)

0 references

author

Benjamin Peherstorfer

0 references

Youssef M. Marzouk

0 references

published in

Advances in Computational Mathematics

0 references

publication date

11 March 2020

0 references

full work available at URL

https://arxiv.org/abs/1808.09379

0 references

https://hdl.handle.net/1721.1/126341

0 references

zbMATH Keywords

Bayesian inverse problems

0 references

transport maps

0 references

multifidelity

0 references

model reduction

0 references

Markov chain Monte Carlo

0 references

describes a project that uses

TransportMaps

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

A MATHEMATICAL AND COMPUTATIONAL FRAMEWORK FOR MULTIFIDELITY DESIGN AND ANALYSIS WITH COMPUTER MODELS

0 references

A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems

0 references

Multilevel sequential Monte Carlo samplers

0 references

From Knothe's Rearrangement to Brenier's Optimal Transport Map

0 references

A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation

0 references

A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm

0 references

Handbook of Markov Chain Monte Carlo

0 references

Sparse grids

0 references

From Knothe's Transport to Brenier's Map and a Continuation Method for Optimal Transport

0 references

Accurate and efficient evaluation of failure probability for partial different equations with random input data

0 references

Reduced Basis Methods for Uncertainty Quantification

0 references

Sparse-grid, reduced-basis Bayesian inversion

0 references

Parallel Local Approximation MCMC for Expensive Models

0 references

Support-vector networks

0 references

Approximation of Bayesian Inverse Problems for PDEs

0 references

Data-driven model reduction for the Bayesian solution of inverse problems

0 references

A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

0 references

The ROMES Method for Statistical Modeling of Reduced-Order-Model Error

0 references

Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models

0 references

Q4864274

0 references

A Survey of Model Reduction by Balanced Truncation and Some New Results

0 references

An adaptive Metropolis algorithm

0 references

Statistical and computational inverse problems.

0 references

Multilevel sequential Monte Carlo for Bayesian inverse problems

0 references

Adaptive Construction of Surrogates for the Bayesian Solution of Inverse Problems

0 references

Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

0 references

Monte Carlo strategies in scientific computing.

0 references

Accurate Solution of Bayesian Inverse Uncertainty Quantification Problems Combining Reduced Basis Methods and Reduction Error Models

0 references

Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

0 references

Stochastic spectral methods for efficient Bayesian solution of inverse problems

0 references

Q5268658

0 references

Bayesian inference with optimal maps

0 references

Multifidelity approaches for optimization under uncertainty

0 references

Transport Map Accelerated Markov Chain Monte Carlo

0 references

Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models

0 references

Multifidelity importance sampling

0 references

Multifidelity Preconditioning of the Cross-Entropy Method for Rare Event Simulation and Failure Probability Estimation

0 references

Optimal Model Management for Multifidelity Monte Carlo Estimation

0 references

Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization

0 references

Spatially adaptive sparse grids for high-dimensional data-driven problems

0 references

Multifidelity Monte Carlo Estimation of Variance and Sensitivity Indices

0 references

Q4828566

0 references

Remarks on a Multivariate Transformation

0 references

Greedy algorithms for matrix-valued kernels

0 references

Turbulence and the dynamics of coherent structures. I. Coherent structures

0 references

Introduction to Stochastic Search and Optimization

0 references

Q4614105

0 references

Inverse problems: A Bayesian perspective

0 references

Q3997001

0 references

Markov chains for exploring posterior distributions. (With discussion)

0 references

Q4261789

0 references

Long history of the Monge-Kantorovich transportation problem

0 references

Q4805362

0 references

Optimal Transport

0 references

Using Bayesian statistics in the estimation of heat source in radiation

0 references

Identifiers

DOI

10.1007/s10444-019-09711-y

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2305532