An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions

DOI10.1016/J.JCP.2015.03.047MaRDI QIDQ349984zbMATH OpenOpenAlexFDO

Authors Weixuan Li, Guang Lin

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.2015.03.047

zbMATH Keywords

adaptive samplinguncertainty reductionGaussian mixtureinverse modelingmixture of polynomial chaos expansions

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05)

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Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 1262778 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• Adaptive construction of surrogates for the Bayesian solution of inverse problems
• Algorithm AS 136: A K-Means Clustering Algorithm
• An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Bayesian calibration of computer models. (With discussion)
• Combining Field Data and Computer Simulations for Calibration and Prediction
• Efficient collocational approach for parametric uncertainty analysis
• Identification of multi-modal random variables through mixtures of polynomial chaos expansions
• Inverse problems: a Bayesian perspective
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• On the convergence properties of the EM algorithm
• Pattern classification.
• Pattern recognition and machine learning.
• Statistical and computational inverse problems.
• Stochastic spectral methods for efficient Bayesian solution of inverse problems
• Uncertainty quantification for porous media flows

Cited in

(15)

• Efficient estimation of hydraulic conductivity heterogeneity with non-redundant measurement information
• Transport map accelerated adaptive importance sampling, and application to inverse problems arising from multiscale stochastic reaction networks
• Adaptive tempered reversible jump algorithm for Bayesian curve fitting
• An adaptive surrogate modeling based on deep neural networks for large-scale Bayesian inverse problems
• Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics
• On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
• Parallel adaptive multilevel sampling algorithms for the Bayesian analysis of mathematical models
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN
• Importance re-sampling MCMC for cross-validation in inverse problems
• Computational methods for parameter estimation in climate models
• BUAK-AIS: efficient Bayesian updating with active learning kriging-based adaptive importance sampling
• X-TMCMC: adaptive kriging for Bayesian inverse modeling
• Constrained iterative ensemble smoother for multi solution search assisted history matching
• Iterative importance sampling algorithms for parameter estimation

Describes a project that uses

Uses Software

• AS 136
• PRMLT

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