Scalable Optimization-Based Sampling on Function Space (Q5112552)

scientific article; zbMATH DE number 7206728

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English	Scalable Optimization-Based Sampling on Function Space	scientific article; zbMATH DE number 7206728

Statements

instance of

scholarly article

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title

Scalable Optimization-Based Sampling on Function Space (English)

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author

Johnathan M. Bardsley

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SIAM Journal on Scientific Computing

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publication date

29 May 2020

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full work available at URL

https://arxiv.org/abs/1903.00870

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zbMATH Keywords

Markov chain Monte Carlo

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Metropolis independence sampling

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Bayesian inference

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infinite-dimensional inverse problems

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transport maps

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MaRDI profile type

MaRDI publication profile

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cites work

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Statistical and computational inverse problems.

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Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

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Identifiers

zbMATH Open document ID

1471.62023

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DOI

10.1137/19M1245220

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5112552