FLARE MCMC: fidelity-based layer-adaptive recursive proposals for MCMC

DOI10.1137/25M1795194MaRDI QIDQ7298377zbMATH OpenFDO

Authors Harini Venkatesan, Christian R. Shelton, Ming-Feng Ho, Simeon Bird, Mengxuan Wu

Publication date 16 July 2026

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

Full work available at URL https://doi.org/10.1137/25M1795194

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Statistical astronomy (85A35)

Cites work

• A Bayesian approach to characterizing uncertainty in inverse problems using coarse and fine-scale information
• A family of embedded Runge-Kutta formulae
• A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
• A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
• A posteriori stochastic correction of reduced models in delayed-acceptance MCMC, with application to multiphase subsurface inverse problems
• A seamless multilevel ensemble transform particle filter
• An adaptive Metropolis algorithm
• Bayesian learning for neural networks
• Bayesian static parameter estimation for partially observed diffusions via multilevel Monte Carlo
• Complexity analysis of accelerated MCMC methods for Bayesian inversion
• Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
• Delayed rejection in reversible jump Metropolis-Hastings.
• General state space Markov chains and MCMC algorithms
• scientific article; zbMATH DE number 2000348 (Why is no real title available?)
• scientific article; zbMATH DE number 3992765 (Why is no real title available?)
• scientific article; zbMATH DE number 7114796 (Why is no real title available?)
• Improving the acceptance rate of reversible jump MCMC proposals
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Monte Carlo sampling methods using Markov chains and their applications
• Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
• Multilevel Delayed Acceptance MCMC
• Multilevel ensemble Kalman filtering
• Multilevel ensemble transform particle filtering
• Multilevel Monte Carlo Path Simulation
• Multilevel Particle Filters
• Multilevel sequential Monte Carlo samplers
• Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Sequential Monte Carlo Methods for Dynamic Systems
• Sequential Monte Carlo Methods in Practice
• Solving Ordinary Differential Equations I
• Statistical inverse problems: discretization, model reduction and inverse crimes
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• Training Products of Experts by Minimizing Contrastive Divergence

This page was built for publication: FLARE MCMC: fidelity-based layer-adaptive recursive proposals for MCMC

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7298377)