Improved forecasting under imperfect posterior sampling
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Cites work
- A Bayes interpretation of stacking for \(\mathcal{M}\)-complete and \(\mathcal{M}\)-open settings
- A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
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- Calibration of imperfect models to biased observations
- Conditioning reservoir models on rate data using ensemble smoothers
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- Distributed parameter and state estimation in petroleum reservoirs
- Ensemble inference methods for models with noisy and expensive likelihoods
- Global minima of overparameterized neural networks
- Hybrid iterative ensemble smoother for history matching of hierarchical models
- Levenberg-Marquardt forms of the iterative ensemble smoother for efficient history matching and uncertainty quantification
- Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
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- Probabilistic Forecasts, Calibration and Sharpness
- Randomize-then-optimize: a method for sampling from posterior distributions in nonlinear inverse problems
- Randomized maximum likelihood based posterior sampling
- The ensemble Kalman filter for combined state and parameter estimation
- Using stacking to average Bayesian predictive distributions (with discussion)
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