An Adaptive Independence Sampler MCMC Algorithm for Bayesian Inferences of Functions

DOI10.1137/15M1021751WikidataQ129865972 ScholiaQ129865972MaRDI QIDQ4641609FDOQ4641609

Authors: Zhe Feng, Jinglai Li 

Publication date: 18 May 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.03283

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zbMATH Keywords

Bayesian inferenceinverse problemadaptive Markov chain Monte CarloGaussian mixtureindependence sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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Cited In (10)

• A Bayesian level set method for an inverse medium scattering problem in acoustics
• Variational Bayes' Method for Functions with Applications to Some Inverse Problems
• Solving linear Bayesian inverse problems using a fractional total variation-Gaussian (FTG) prior and transport map
• Stein variational gradient descent on infinite-dimensional space and applications to statistical inverse problems
• Adaptive Gibbs samplers and related MCMC methods
• Bayesian Inference on Local Distributions of Functions and Multidimensional Curves with Spherical HMC Sampling
• A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems
• An adaptive independence sampler MCMC algorithm for infinite dimensional Bayesian inferences
• On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference
• Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations

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