Semivariogram methods for modeling Whittle–Matérn priors in Bayesian inverse problems

DOI10.1088/1361-6420/ab762ezbMath1475.62120arXiv1811.09446OpenAlexW3102747650MaRDI QIDQ5000601

Richard D. Brown, Johnathan M. Bardsley, Tiangang Cui

Publication date: 14 July 2021

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.09446

zbMATH Keywords

boundary conditionsinverse problemsstochastic partial differential equationsvariogramBayesian methodsGaussian fieldWhittle-Matérn

Mathematics Subject Classification ID

Bayesian inference (62F15) Image analysis in multivariate analysis (62H35) Ill-posedness and regularization problems in numerical linear algebra (65F22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems, Hybrid projection methods for large-scale inverse problems with mixed Gaussian priors

Uses Software

• UTV
• GMRFLib

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
• On Fourier transforms of radial functions and distributions
• Ten equivalent definitions of the fractional Laplace operator
• Hyperpriors for Matérn fields with applications in Bayesian inversion
• Statistical and computational inverse problems.
• Constructing continuous stationary covariances as limits of the second-order stochastic difference equations
• Studies in the history of probability and statistics XLIX On the Matérn correlation family
• An Introduction to Computational Stochastic PDEs
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Gaussian Markov Random Fields
• Computational Methods for Inverse Problems
• Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
• Statistics for Spatial Data
• ON STATIONARY PROCESSES IN THE PLANE