Efficient derivative-free Bayesian inference for large-scale inverse problems
From MaRDI portal
Cites work
- A bi-fidelity ensemble Kalman method for PDE-constrained inverse problems in computational mechanics
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- A consensus-based global optimization method for high dimensional machine learning problems
- A consensus-based model for global optimization and its mean-field limit
- A dynamical systems framework for intermittent data assimilation
- A family of position- and orientation-independent embedded boundary methods for viscous flow and fluid-structure interaction problems
- A finite element method for crack growth without remeshing
- A nonparametric ensemble transform method for Bayesian inference
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- Active subspace methods in theory and practice: applications to kriging surfaces
- Adaptive regularisation for ensemble Kalman inversion
- Adaptive Tikhonov strategies for stochastic ensemble Kalman inversion
- Affine invariant interacting Langevin dynamics for Bayesian inference
- An analytical framework for consensus-based global optimization method
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- Bayesian calibration for large‐scale fluid structure interaction problems under embedded/immersed boundary framework
- Bayesian inference with optimal maps
- Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence
- Consensus‐based sampling
- Data Assimilation
- Data assimilation: methods, algorithms, and applications
- Ensemble Kalman methods for inverse problems
- Ensemble Kalman methods with constraints
- Ensemble preconditioning for Markov chain Monte Carlo simulation
- Ensemble samplers with affine invariance
- Exponential convergence of Langevin distributions and their discrete approximations
- scientific article; zbMATH DE number 5822909 (Why is no real title available?)
- scientific article; zbMATH DE number 4074520 (Why is no real title available?)
- scientific article; zbMATH DE number 2000348 (Why is no real title available?)
- scientific article; zbMATH DE number 802915 (Why is no real title available?)
- Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
- Inverse problems: a Bayesian perspective
- Investigation of the sampling performance of ensemble-based methods with a simple reservoir model
- Iterated Kalman methodology for inverse problems
- Kalman Filtering with Random Coefficients and Contractions
- Learning constitutive relations from indirect observations using deep neural networks
- Learning constitutive relations using symmetric positive definite neural networks
- Likelihood-informed dimension reduction for nonlinear inverse problems
- Local adaptive mesh refinement for shock hydrodynamics
- Localization and regularization for iterative ensemble smoothers
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- MCMC methods for functions: modifying old algorithms to make them faster
- Multilevel ensemble Kalman filtering
- Multilevel ensemble Kalman-Bucy filters
- Nonstationary inverse problems and state estimation
- Numerical analysis of blood flow in the heart
- Practical Markov Chain Monte Carlo
- Probabilistic Forecasting and Bayesian Data Assimilation
- Reduced-order unscented Kalman filtering with application to parameter identification in large-dimensional systems
- Sequential Monte Carlo methods for Bayesian elliptic inverse problems
- Sequential Monte Carlo Samplers
- Spectral numerical weather prediction models.
- Statistical field theory. With a foreword by David Pines
- The ensemble Kalman filter for combined state and parameter estimation
- The Variational Gaussian Approximation Revisited
- Tikhonov regularization within ensemble Kalman inversion
- Transform-based particle filtering for elliptic Bayesian inverse problems
- Weak convergence and optimal scaling of random walk Metropolis algorithms
Cited in
(22)- Iterated Kalman methodology for inverse problems
- An approximate empirical Bayesian method for large-scale linear-Gaussian inverse problems
- Derivative-Free Bayesian Inversion Using Multiscale Dynamics
- Generalized Hybrid Iterative Methods for Large-Scale Bayesian Inverse Problems
- Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers
- Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
- Bayesian spatiotemporal modeling for inverse problems
- Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors
- A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
- Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems
- Efficient Bayesian physics informed neural networks for inverse problems via ensemble Kalman inversion
- EnKSGD: a class of preconditioned black box optimization and inversion algorithms
- The mean-field ensemble Kalman filter: near-Gaussian setting
- Sequential Kalman tuning of the t-preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems
- Adaptive operator learning for infinite-dimensional Bayesian inverse problems
- The fundamental subspaces of ensemble Kalman inversion
- Stable derivative free Gaussian mixture variational inference for Bayesian inverse problems
- Ensemble Kalman methods: a mean-field perspective
- Metropolis-adjusted interacting particle sampling
- Hyperparameter optimization for randomized algorithms: a case study on random features
- Affine invariant ensemble transform methods to improve predictive uncertainty in neural networks
- Ultra-fast unscented Kalman inversion for the calibration of expensive reduced chaotic models
This page was built for publication: Efficient derivative-free Bayesian inference for large-scale inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5044981)