Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems (Q5149778)

scientific article; zbMATH DE number 7307677

Language	Label	Description	Also known as
English	Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems	scientific article; zbMATH DE number 7307677

Statements

instance of

scholarly article

0 references

title

Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems (English)

0 references

author

Johnathan M. Bardsley

0 references

Tiangang Cui

0 references

published in

SIAM/ASA Journal on Uncertainty Quantification

0 references

publication date

8 February 2021

0 references

full work available at URL

https://arxiv.org/abs/2002.06358

0 references

zbMATH Keywords

inverse problems

0 references

hierarchical Bayes

0 references

Markov chain Monte Carlo

0 references

pseudomarginalization

0 references

Poisson likelihood

0 references

positron emission tomography

0 references

describes a project that uses

GMRFLib

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Analysis of the Gibbs Sampler for Hierarchical Inverse Problems

0 references

The pseudo-marginal approach for efficient Monte Carlo computations

0 references

Establishing some order amongst exact approximations of MCMCs

0 references

MCMC-Based Image Reconstruction with Uncertainty Quantification

0 references

Q4556297

0 references

Hierarchical regularization for edge-preserving reconstruction of PET images

0 references

Scalable Optimization-Based Sampling on Function Space

0 references

Randomize-Then-Optimize: A Method for Sampling from Posterior Distributions in Nonlinear Inverse Problems

0 references

MCMC METHODS FOR DIFFUSION BRIDGES

0 references

Semivariogram methods for modeling Whittle–Matérn priors in Bayesian inverse problems

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

0 references

Conditionally Gaussian Hypermodels for Cerebral Source Localization

0 references

Hypermodels in the Bayesian imaging framework

0 references

An Algorithm for Simulating Stationary Gaussian Random Fields

0 references

MCMC methods for functions: modifying old algorithms to make them faster

0 references

Dimension-independent likelihood-informed MCMC

0 references

Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem

0 references

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

0 references

Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency

0 references

Hierarchical Bayesian level set inversion

0 references

Fast random field generation with $H$-matrices

0 references

Fast Sampling in a Linear-Gaussian Inverse Problem

0 references

Q5689624

0 references

Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields

0 references

An adaptive Metropolis algorithm

0 references

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

0 references

Efficient approximation of random fields for numerical applications

0 references

Statistical and computational inverse problems.

0 references

Application of hierarchical matrices for computing the Karhunen-Loève expansion

0 references

Proposals which speed up function-space MCMC

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

Monte Carlo strategies in scientific computing.

0 references

Sequential Monte Carlo Methods for Dynamic Systems

0 references

Fast Markov chain Monte Carlo sampling for sparse Bayesian inference in high-dimensional inverse problems using L1-type priors

0 references

A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

0 references

Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

0 references

A random map implementation of implicit filters

0 references

Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

0 references

On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm

0 references

Hyperpriors for Matérn fields with applications in Bayesian inversion

0 references

On a generalization of the preconditioned Crank-Nicolson metropolis algorithm

0 references

Gaussian Markov Random Fields

0 references

Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems

0 references

Karhunen-Loève approximation of random fields by generalized fast multipole methods

0 references

Inverse problems: A Bayesian perspective

0 references

Inverse Problem Theory and Methods for Model Parameter Estimation

0 references

Hierarchical Bayesian models for inverse problems in heat conduction

0 references

A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems

0 references

Bayesian Inverse Problems with $l_1$ Priors: A Randomize-Then-Optimize Approach

0 references

A TV-Gaussian prior for infinite-dimensional Bayesian inverse problems and its numerical implementations

0 references

Bayesian Inference and Uncertainty Quantification for Medical Image Reconstruction with Poisson Data

0 references

Identifiers

DOI

10.1137/20M1318365

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5149778