Analysis of the Gibbs Sampler for Hierarchical Inverse Problems
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Publication:2938456
DOI10.1137/130944229zbMath1308.62097arXiv1311.1138OpenAlexW1990058630MaRDI QIDQ2938456
Johnathan M. Bardsley, Omiros Papaspiliopoulos, Sergios Agapiou, Andrew M. Stuart
Publication date: 14 January 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.1138
Markov chain Monte Carlohierarchical modelsdiffusion limitGaussian process priorsinverse covariance operators
Asymptotic properties of nonparametric inference (62G20) Bayesian problems; characterization of Bayes procedures (62C10) Sampling theory, sample surveys (62D05) Inverse problems for integral equations (45Q05)
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