Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
From MaRDI portal
Publication:5149778
Cites work
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- A Randomized Maximum A Posteriori Method for Posterior Sampling of High Dimensional Nonlinear Bayesian Inverse Problems
- A TV-Gaussian prior for infinite-dimensional Bayesian inverse problems and its numerical implementations
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- A computational framework for infinite-dimensional Bayesian inverse problems. II: stochastic Newton MCMC with application to ice sheet flow inverse problems
- A random map implementation of implicit filters
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- An Algorithm for Simulating Stationary Gaussian Random Fields
- An adaptive Metropolis algorithm
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Analysis of the Gibbs Sampler for Hierarchical Inverse Problems
- Application of hierarchical matrices for computing the Karhunen-Loève expansion
- Bayesian inference and uncertainty quantification for medical image reconstruction with Poisson data
- Bayesian inverse problems with \(l_1\) priors: a randomize-then-optimize approach
- Computational uncertainty quantification for inverse problems
- Conditionally Gaussian Hypermodels for Cerebral Source Localization
- Dimension-independent likelihood-informed MCMC
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems
- Efficient approximation of random fields for numerical applications.
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
- Establishing some order amongst exact approximations of MCMCs
- Fast Markov chain Monte Carlo sampling for sparse Bayesian inference in high-dimensional inverse problems using L1-type priors
- Fast random field generation with \(H\)-matrices
- Fast sampling in a linear-Gaussian inverse problem
- Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
- Gaussian Markov Random Fields
- Hierarchical Bayesian level set inversion
- Hierarchical Bayesian models for inverse problems in heat conduction
- Hierarchical regularization for edge-preserving reconstruction of PET images
- Hypermodels in the Bayesian imaging framework
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
- Hyperpriors for Matérn fields with applications in Bayesian inversion
- Inverse Problem Theory and Methods for Model Parameter Estimation
- Inverse problems: a Bayesian perspective
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- MCMC METHODS FOR DIFFUSION BRIDGES
- MCMC methods for functions: modifying old algorithms to make them faster
- MCMC-based image reconstruction with uncertainty quantification
- Metropolized randomized maximum likelihood for improved sampling from multimodal distributions
- Monte Carlo strategies in scientific computing.
- On a generalization of the preconditioned Crank-Nicolson metropolis algorithm
- On inference for partially observed nonlinear diffusion models using the Metropolis-Hastings algorithm
- Proposals which speed up function-space MCMC
- Randomize-then-optimize: a method for sampling from posterior distributions in nonlinear inverse problems
- Scalable Optimization-Based Sampling on Function Space
- Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
- Sequential Monte Carlo Methods for Dynamic Systems
- Statistical and computational inverse problems.
- The pseudo-marginal approach for efficient Monte Carlo computations
- Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
Cited in
(4)- A fast and efficient Markov chain Monte Carlo method for market microstructure model
- An MCMC method for uncertainty quantification in nonnegativity constrained inverse problems
- Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems
- Optimization-Based MCMC Methods for Nonlinear Hierarchical Statistical Inverse Problems
This page was built for publication: Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5149778)
