On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
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Publication:2194045
DOI10.1007/s00211-020-01131-1zbMath1446.65098arXiv1901.03958OpenAlexW3043749415MaRDI QIDQ2194045
Philipp Wacker, Claudia Schillings, Björn Sprungk
Publication date: 25 August 2020
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.03958
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Random measures (60G57) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Convergence of probability measures (60B10) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
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