Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method

DOI10.1137/19M1283719MaRDI QIDQ3296473

Luis Vargas Mieles, Marcelo Pereyra, Konstantinos C. Zygalakis

Publication date: 7 July 2020

Published in: SIAM Journal on Imaging Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.08845

zbMATH Keywords

inverse problemsBayesian inferenceMarkov chain Monte Carlo methodsproximal algorithmsmathematical imaging

Mathematics Subject Classification ID

Related Items (12)

A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau ⋮ Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie ⋮ Bayesian Imaging with Data-Driven Priors Encoded by Neural Networks ⋮ Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions ⋮ Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors ⋮ The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution ⋮ On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent ⋮ Efficient Bayesian Computation for Low-Photon Imaging Problems ⋮ Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo ⋮ Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments ⋮ Unnamed Item ⋮ Proximal nested sampling for high-dimensional Bayesian model selection

Uses Software

• S-ROCK
• BUQO
• RRR

Cites Work

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