A variational Bayesian approach for inverse problems with skew-t error distributions

DOI10.1016/J.JCP.2015.07.062MaRDI QIDQ2374776zbMATH OpenOpenAlexFDO

Authors Nilabja Guha, Xiaoqing Wu, Bangti Jin, Y. Efendiev, Bani Mallick

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2015.07.062

zbMATH Keywords

Kullback-Leibler divergencehierarchical Bayesian modelvariational approximationBayesian inverse problems

Mathematics Subject Classification ID

Bayesian inference (62F15)

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• The Bayesian Lasso
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Cited in

(10)

• Variational Bayes' Method for Functions with Applications to Some Inverse Problems
• VI-DGP: a variational inference method with deep generative prior for solving high-dimensional inverse problems
• Bayesian decision making using partial data for fractured poroelastic media
• Differential equations in data analysis
• Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations
• Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients
• Bayesian and variational Bayesian approaches for flows in heterogeneous random media
• A variational Bayesian method to inverse problems with impulsive noise
• Stein variational gradient descent on infinite-dimensional space and applications to statistical inverse problems
• A CVAE-within-Gibbs sampler for Bayesian linear inverse problems with hyperparameters

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Uses Software

• sn
• BayesDA

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