Publication:4614105
From MaRDI portal
zbMath1480.62114arXiv1703.06131MaRDI QIDQ4614105
Daniele Bigoni, Youssef M. Marzouk, Alessio Spantini
Publication date: 30 January 2019
Full work available at URL: https://arxiv.org/abs/1703.06131
state estimation; state-space models; graphical models; sparsity; variational inference; transport map; joint parameter
Related Items
Unnamed Item, Stein Variational Reduced Basis Bayesian Inversion, Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems, Coupling Techniques for Nonlinear Ensemble Filtering, Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models, High-Dimensional Copula Variational Approximation Through Transformation, Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics, On Large Lag Smoothing for Hidden Markov Models, Reduced-order autodifferentiable ensemble Kalman filters, Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport, Graphical-model based high dimensional generalized linear models, Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization, Deep composition of tensor-trains using squared inverse Rosenblatt transports, Sequential ensemble transform for Bayesian inverse problems, Conditionally structured variational Gaussian approximation with importance weights, A transport-based multifidelity preconditioner for Markov chain Monte Carlo, Sparse approximation of triangular transports. I: The finite-dimensional case, Sparse approximation of triangular transports. II: The infinite-dimensional case, A unified performance analysis of likelihood-informed subspace methods, Transport Map Accelerated Markov Chain Monte Carlo, MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of high-dimensional graphical models using regularized score matching
- On particle methods for parameter estimation in state-space models
- A random map implementation of implicit filters
- Bayesian inference with optimal maps
- Factorization methods for discrete sequential estimation
- Biased online parameter inference for state-space models
- Nested particle filters for online parameter estimation in discrete-time state-space Markov models
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- High-dimensional graphs and variable selection with the Lasso
- Stochastic simulation: Algorithms and analysis
- Sequential Bayesian inference for implicit hidden Markov models and current limitations
- A Nonparametric Ensemble Transform Method for Bayesian Inference
- Inverse problems: A Bayesian perspective
- Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
- Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces
- Randomize-Then-Optimize: A Method for Sampling from Posterior Distributions in Nonlinear Inverse Problems
- Likelihood-informed dimension reduction for nonlinear inverse problems
- Scaling limits in computational Bayesian inversion
- From Knothe's Transport to Brenier's Map and a Continuation Method for Optimal Transport
- Exploring Regression Structure Using Nonparametric Functional Estimation
- Transport Map Accelerated Markov Chain Monte Carlo
- A Multiscale Strategy for Bayesian Inference Using Transport Maps
- Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
- Optimal Low-rank Approximations of Bayesian Linear Inverse Problems
- Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
- Practical Filtering with Sequential Parameter Learning
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
- The Evolution of the Minimum Degree Ordering Algorithm
- Computing the Minimum Fill-In is NP-Complete
- Estimating Smooth Monotone Functions
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Numerical Optimization
- Weakly α-favourable measure spaces
- Gaussian Markov Random Fields
- A Family of Nonparametric Density Estimation Algorithms
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
- Gibbs Flow for Approximate Transport with Applications to Bayesian Computation
- Probabilistic Forecasting and Bayesian Data Assimilation
- Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions
- Feedback Particle Filter
- A survey of convergence results on particle filtering methods for practitioners
- Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems
- High-dimensional integration: The quasi-Monte Carlo way
- Monte Carlo Smoothing for Nonlinear Time Series
- Triangular transformations of measures
- SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
- Remarks on a Multivariate Transformation
- Warp Bridge Sampling: The Next Generation
- Data Assimilation
- Optimal Transport
