Fast Sampling in a Linear-Gaussian Inverse Problem
From MaRDI portal
Publication:3179326
DOI10.1137/15M1029527zbMath1398.94081arXiv1507.01614OpenAlexW2963901148MaRDI QIDQ3179326
Richard A. Norton, Colin D. Fox
Publication date: 21 December 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.01614
deconvolutionhierarchical modelBayesian inferenceGibbs samplinglinear inverse problemmarginal algorithmgaussian random fieldmarginal then conditional samplingone-block algorithm
Bayesian inference (62F15) Sampling theory in information and communication theory (94A20) Inverse problems for integral equations (45Q05) Applications of operator theory in probability theory and statistics (47N30)
Related Items
Bayesian estimation and uncertainty quantification in models of urea hydrolysis byE. colibiofilms, A blocking scheme for dimension-robust Gibbs sampling in large-scale image deblurring, Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format, Sampling Strategies for Fast Updating of Gaussian Markov Random Fields, Sampling hyperparameters in hierarchical models: Improving on Gibbs for high-dimensional latent fields and large datasets, A CVAE-within-Gibbs sampler for Bayesian linear inverse problems with hyperparameters, Hybrid iterative ensemble smoother for history matching of hierarchical models, Large-Scale Bayesian Spatial-Temporal Regression with Application to Cardiac MR-Perfusion Imaging, Localization for MCMC: sampling high-dimensional posterior distributions with local structure, MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure, Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems, Point Spread Function Estimation in X-Ray Imaging with Partially Collapsed Gibbs Sampling, Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography, Low-Rank Independence Samplers in Hierarchical Bayesian Inverse Problems, Approximation and sampling of multivariate probability distributions in the tensor train decomposition, Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems, Polynomial Accelerated Solutions to a Large Gaussian Model for Imaging Biofilms: In Theory and Finite Precision
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Radiocarbon Dating with Temporal Order Constraints
- Overall objective priors
- A general framework for the parametrization of hierarchical models
- Monte Carlo errors with less errors
- Harold Jeffreys's \textit{Theory of probability} revisited
- Estimates of the trace of the inverse of a symmetric matrix using the modified Chebyshev algorithm
- Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
- Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
- Inverse acoustic and electromagnetic scattering theory.
- A Bayesian linear model for the high-dimensional inverse problem of seismic tomography
- MCMC-Based Image Reconstruction with Uncertainty Quantification
- Analysis of the Gibbs Sampler for Hierarchical Inverse Problems
- Numerical Methods in Scientific Computing, Volume I
- Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
- The Use of the L-Curve in the Regularization of Discrete Ill-Posed Problems
- Spatiotemporal Hierarchical Bayesian Modeling Tropical Ocean Surface Winds
- Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems Using MCMC
- Gaussian Markov Random Fields
- Computational Methods for Inverse Problems
- An invariant form for the prior probability in estimation problems
- Traces and determinants of linear operators
