Scalable Optimization-Based Sampling on Function Space
From MaRDI portal
Publication:5112552
DOI10.1137/19M1245220zbMath1471.62023arXiv1903.00870MaRDI QIDQ5112552
Johnathan M. Bardsley, Tiangang Cui, Zheng Wang, Youssef M. Marzouk
Publication date: 29 May 2020
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.00870
Markov chain Monte Carlo; Bayesian inference; infinite-dimensional inverse problems; transport maps; Metropolis independence sampling
62-08: Computational methods for problems pertaining to statistics
62F15: Bayesian inference
65C05: Monte Carlo methods
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