Sequential ensemble transform for Bayesian inverse problems
From MaRDI portal
Publication:2127151
Recommendations
- Sequential implicit sampling methods for Bayesian inverse problems
- A Bayesian approach to multiscale inverse problems using the sequential Monte Carlo method
- A nonparametric ensemble transform method for Bayesian inference
- Sequential Monte Carlo methods for Bayesian elliptic inverse problems
- Multilevel sequential Monte Carlo for Bayesian inverse problems
- Ensemble Kalman methods for inverse problems
- Sequential design of computer experiments for the solution of Bayesian inverse problems
- Resampled ensemble Kalman inversion for Bayesian parameter estimation with sequential data
- Inverse problems in the Bayesian framework
Cites work
- scientific article; zbMATH DE number 1666084 (Why is no real title available?)
- scientific article; zbMATH DE number 1975241 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- A general theory of particle filters in hidden Markov models and some applications
- A hybrid ensemble transform particle filter for nonlinear and spatially extended dynamical systems
- A nonparametric ensemble transform method for Bayesian inference
- A sequential particle filter method for static models
- A survey of convergence results on particle filtering methods for practitioners
- Adaptive importance sampling in monte carlo integration
- Adaptive multiple importance sampling
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Analysis of the Hessian for inverse scattering problems. I: Inverse shape scattering of acoustic waves
- Bayesian inference with optimal maps
- Constructing optimal maps for Monge's transport problem as a limit of strictly convex costs
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Differential equations methods for the Monge-Kantorovich mass transfer problem
- Dimension-independent likelihood-informed MCMC
- Efficient Sequential Monte-Carlo Samplers for Bayesian Inference
- Equation of state calculations by fast computing machines
- Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
- Existence and uniqueness of monotone measure-preserving maps
- Existence and uniqueness of optimal transport maps
- Fast algorithms for Bayesian uncertainty quantification in large-scale linear inverse problems based on low-rank partial Hessian approximations
- Forest resampling for distributed sequential Monte Carlo
- Hessian-based model reduction for large-scale systems with initial-condition inputs
- Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo
- Inference via low-dimensional couplings
- Inverse problems: a Bayesian perspective
- MCMC methods for functions: modifying old algorithms to make them faster
- Monte Carlo sampling methods using Markov chains and their applications
- Multilevel ensemble transform particle filtering
- Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models
- Numerically stable online estimation of variance in particle filters
- On Stochastic Limit and Order Relationships
- On parallel implementation of sequential Monte Carlo methods: the island particle model
- On the Monge mass transfer problem
- On the convergence of adaptive sequential Monte Carlo methods
- On the role of interaction in sequential Monte Carlo algorithms
- Polar factorization and monotone rearrangement of vector‐valued functions
- Probability with Martingales
- Sequential Monte Carlo Samplers
- Sequential Monte Carlo methods for Bayesian elliptic inverse problems
- Sequential Monte Carlo methods for high-dimensional inverse problems: a case study for the Navier-Stokes equations
- Sequential Monte Carlo on large binary sampling spaces
- Variance estimation in the particle filter
This page was built for publication: Sequential ensemble transform for Bayesian inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2127151)