Local sensitivity analysis for Bayesian inverse problems
From MaRDI portal
Cites work
- \(\mathcal{H}\)-matrix based second moment analysis for rough random fields and finite element discretizations
- A higher order perturbation approach for electromagnetic scattering problems on random domains
- A note on Metropolis-Hastings kernels for general state spaces
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Accurate Approximations for Posterior Moments and Marginal Densities
- An adaptive Metropolis algorithm
- An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method
- An overview of robust Bayesian analysis. (With discussion)
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- Analysis of the ensemble Kalman filter for inverse problems
- Approximation of high-dimensional parametric PDEs
- Combination technique based k-th moment analysis of elliptic problems with random diffusion
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields
- Deterministic mean-field ensemble Kalman filtering
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Ensemble Kalman methods for inverse problems
- First-order \(k\)-th moment finite element analysis of nonlinear operator equations with stochastic data
- Helmholtz Scattering by Random Domains: First-Order Sparse Boundary Element Approximation
- Higher moments of Banach space valued random variables
- Higher-order quasi-Monte Carlo for Bayesian shape inversion
- scientific article; zbMATH DE number 3933857 (Why is no real title available?)
- scientific article; zbMATH DE number 6905610 (Why is no real title available?)
- Hybrid Monte Carlo on Hilbert spaces
- Inverse problems: a Bayesian perspective
- Isogeometric multilevel quadrature for forward and inverse random acoustic scattering
- MCMC methods for functions: modifying old algorithms to make them faster
- Modeling groundwater flow and contaminant transport
- Monte Carlo sampling methods using Markov chains and their applications
- Multilevel Delayed Acceptance MCMC
- Multilevel frames for sparse tensor product spaces
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Multilevel Markov Chain Monte Carlo
- Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems
- On a generalization of the preconditioned Crank-Nicolson metropolis algorithm
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
- On the low-rank approximation by the pivoted Cholesky decomposition
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Optimal proposal distributions and adaptive MCMC
- Optimal scaling for various Metropolis-Hastings algorithms.
- Perturbation analysis for the Darcy problem with log-normal permeability
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Random vibration analysis of stochastic time-varying systems
- Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
- Robust Bayesian analysis
- Robust Bayesian analysis: sensitivity to the prior
- Sampling-free linear Bayesian update of polynomial chaos representations
- Scaling limits in computational Bayesian inversion
- Shape uncertainty quantification of Maxwell eigenvalues and -modes with application to TESLA cavities
- Sparse finite element methods for operator equations with stochastic data.
- Sparse grids
- Sparse second moment analysis for elliptic problems in stochastic domains
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Statistical and computational inverse problems.
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
This page was built for publication: Local sensitivity analysis for Bayesian inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7227748)
