Gradient-free score-based sampling methods with ensembles

DOI10.1016/J.APM.2025.116224MaRDI QIDQ6903249zbMATH OpenFDO

Authors Bryan Riel, Tobias Bischoff

Publication date 10 November 2025

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.APM.2025.116224

zbMATH Keywords

Bayesian inferenceBrownian motiongeophysical parameter estimationgradient-free samplingsampling theoryuncertainty quantification

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Bayesian inference (62F15) Monte Carlo methods (65C05) Finite difference methods for boundary value problems involving PDEs (65N06)

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