An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions
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Cites work
- A computational framework for infinite-dimensional Bayesian inverse problems. II: stochastic Newton MCMC with application to ice sheet flow inverse problems
- A note on Metropolis-Hastings kernels for general state spaces
- A note on the Karhunen-Loève expansions for infinite-dimensional Bayesian inverse problems
- A stable manifold MCMC method for high dimensions
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- Adaptive construction of surrogates for the Bayesian solution of inverse problems
- Adaptive independent Metropolis-Hastings
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- An adaptive approach to Langevin MCMC
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- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
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- Bayesian Nonparametrics
- Diffusion limits of the random walk Metropolis algorithm in high dimensions
- Dimension-independent likelihood-informed MCMC
- Finite mixture models
- scientific article; zbMATH DE number 4031208 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Kullback-Leibler approximation for probability measures on infinite dimensional spaces
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- Markov chains for exploring posterior distributions. (With discussion)
- MCMC METHODS FOR DIFFUSION BRIDGES
- MCMC methods for functions: modifying old algorithms to make them faster
- On an adaptive version of the Metropolis–Hastings algorithm with independent proposal distribution
- On the convergence properties of the EM algorithm
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- Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
- Proposals which speed up function-space MCMC
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Cited in
(10)- Adaptive Gibbs samplers and related MCMC methods
- A Bayesian level set method for an inverse medium scattering problem in acoustics
- A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems
- Bayesian Inference on Local Distributions of Functions and Multidimensional Curves with Spherical HMC Sampling
- Stein variational gradient descent on infinite-dimensional space and applications to statistical inverse problems
- Variational Bayes' Method for Functions with Applications to Some Inverse Problems
- Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations
- Solving linear Bayesian inverse problems using a fractional total variation-Gaussian (FTG) prior and transport map
- An adaptive independence sampler MCMC algorithm for infinite dimensional Bayesian inferences
- On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference
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