Complexity analysis of accelerated MCMC methods for Bayesian inversion
From MaRDI portal
Publication:2866183
DOI10.1088/0266-5611/29/8/085010zbMath1288.65004arXiv1207.2411OpenAlexW2136037939MaRDI QIDQ2866183
Viet Hà Hoàng, Christoph Schwab, Andrew M. Stuart
Publication date: 13 December 2013
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.2411
inverse problemserror boundsMonte Carlo methodselliptic partial differential equationscomplexity analysisBayesianMarkov chain Monte Carlo (MCMC) method
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solution to inverse problems in abstract spaces (65J22)
Related Items
Bayesian multiscale deep generative model for the solution of high-dimensional inverse problems, Dimension-independent likelihood-informed MCMC, Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations, Sparse-grid, reduced-basis Bayesian inversion, Stochastic Galerkin Finite Element Method with Local Conductivity Basis for Electrical Impedance Tomography, A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow, Higher-Order Quasi-Monte Carlo for Bayesian Shape Inversion, Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals, Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors, Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography, Advanced Multilevel Monte Carlo Methods, A Bayesian scheme for reconstructing obstacles in acoustic waveguides, Identifying a fractional order and a time-dependent coefficient in a time-fractional diffusion wave equation, Bayesian inversion of log-normal eikonal equations, Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings, On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems, (Non)-penalized multilevel methods for non-uniformly log-concave distributions, Multilevel Particle Filters, Scalable Optimization-Based Sampling on Function Space, A randomized multi-index sequential Monte Carlo method, Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems, A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations, Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction, Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation, Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo, Acoustic full waveform inversion with Hamiltonian Monte Carlo method, Bayesian inverse problems for recovering coefficients of two scale elliptic equations, Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions, Multilevel higher-order quasi-Monte Carlo Bayesian estimation, A Bayesian estimation method for variational phase-field fracture problems, Accuracy of Some Approximate Gaussian Filters for the Navier--Stokes Equation in the Presence of Model Error, Deep neural network expression of posterior expectations in Bayesian PDE inversion, Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation, Multilevel ensemble Kalman filtering for spatio-temporal processes, Multilevel sequential Monte Carlo samplers, A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion, Optimal Bayesian experimental design for electrical impedance tomography in medical imaging, Central limit theorems for multilevel Monte Carlo methods, Sequential Monte Carlo methods for Bayesian elliptic inverse problems, A Bayesian level set method for the shape reconstruction of inverse scattering problems in elasticity, Multilevel ensemble Kalman filtering, Approximation and sampling of multivariate probability distributions in the tensor train decomposition, Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems, Multilevel Markov Chain Monte Carlo, Markov chain simulation for multilevel Monte Carlo, Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors, Multilevel Markov Chain Monte Carlo for Bayesian Inversion of Parabolic Partial Differential Equations under Gaussian Prior, Stein Variational Reduced Basis Bayesian Inversion, Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions, Bayesian inversion for electromyography using low-rank tensor formats, Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables, Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
