Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems Using MCMC
From MaRDI portal
Publication:4579656
DOI10.1109/TSP.2014.2367457zbMath1394.94822arXiv1409.0606MaRDI QIDQ4579656
Jérôme Idier, Clément Gilavert, Saïd Moussaoui
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.0606
Related Items (7)
A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling ⋮ Fast Sampling in a Linear-Gaussian Inverse Problem ⋮ Sampling hyperparameters in hierarchical models: Improving on Gibbs for high-dimensional latent fields and large datasets ⋮ The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution ⋮ 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 ⋮ High-Dimensional Gaussian Sampling: A Review and a Unifying Approach Based on a Stochastic Proximal Point Algorithm
This page was built for publication: Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems Using MCMC
