Discrete gradients for computational Bayesian inference

DOI10.3934/jcd.2019019zbMath1437.62110arXiv1903.00186OpenAlexW2992915149WikidataQ126646112 ScholiaQ126646112MaRDI QIDQ2297877

Sebastian Reich, Sahani D. Pathiraja

Publication date: 20 February 2020

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.00186

zbMATH Keywords

Monte Carlo methodsgeometric integrationBayesian inferenceinteracting particle systemsgradient dynamics

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of statistics to physics (62P35)

Related Items (9)

Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference ⋮ Neural Parametric Fokker--Planck Equation ⋮ Ensemble Inference Methods for Models With Noisy and Expensive Likelihoods ⋮ Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler ⋮ Affine Invariant Interacting Langevin Dynamics for Bayesian Inference ⋮ Preface. Special issue in honor of Reinout Quispel ⋮ Data assimilation: The Schrödinger perspective ⋮ Fokker--Planck Particle Systems for Bayesian Inference: Computational Approaches ⋮ A geometric integration approach to nonsmooth, nonconvex optimisation

Uses Software

• EnKF

Cites Work

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