Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference (Q5880609)

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Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference

scientific article; zbMATH DE number 7659394

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English	Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference	scientific article; zbMATH DE number 7659394

Statements

instance of

scholarly article

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title

Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

3 March 2023

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full work available at URL

https://arxiv.org/abs/2102.06350

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zbMATH Keywords

Bayesian inference

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dimension reduction

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Wasserstein gradient flow

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MaRDI profile type

MaRDI publication profile

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cites work

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems

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Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations

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Tensor train construction from tensor actions, with application to compression of large high order derivative tensors

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Hessian-based model reduction for large-scale systems with initial-condition inputs

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A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion

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Rank-one modification of the symmetric eigenproblem

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HESSIAN-BASED SAMPLING FOR HIGH-DIMENSIONAL MODEL REDUCTION

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Optimal design of acoustic metamaterial cloaks under uncertainty

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Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems

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Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

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Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities

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Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler

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Q4917542

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Nonparametric kernel density estimation and its computational aspects

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Accelerating diffusions

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The Variational Formulation of the Fokker--Planck Equation

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An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

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Is there an analog of Nesterov acceleration for gradient-based MCMC?

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Stochastic spectral methods for efficient Bayesian solution of inverse problems

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MCMC using Hamiltonian dynamics

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Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs

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Discrete gradients for computational Bayesian inference

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Fokker-Planck particle systems for Bayesian inference: computational approaches

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Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion.

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Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

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Sparse deterministic approximation of Bayesian inverse problems

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Inverse problems: a Bayesian perspective

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Q4805362

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Optimal Transport

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A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design

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Certified dimension reduction in nonlinear Bayesian inverse problems

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Sparse approximation of triangular transports. II: The infinite-dimensional case

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Identifiers

zbMATH Open document ID

1506.62270

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DOI

10.1137/21M1454018

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference