Adaptive reduced tempering for Bayesian inverse problems and rare event simulation

DOI10.1137/24M170510XMaRDI QIDQ6880894zbMATH OpenFDO

Authors Frédéric Cérou, P. Héas, Mathias Rousset

Publication date 18 December 2025

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

zbMATH Keywords

sequential Monte Carloimportance samplinginverse problemsrelative entropyrare eventsreduced modelingBayesian samplingadaptive temperinglow-temperature simulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Applications of statistics to physics (62P35)

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