Optimization-Based Markov Chain Monte Carlo Methods for Nonlinear Hierarchical Statistical Inverse Problems

Monte Carlo methods (65C05) Ill-posedness and regularization problems in numerical linear algebra (65F22) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

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Cited In (4)

Optimization-Based MCMC Methods for Nonlinear Hierarchical Statistical Inverse Problems
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

Uses Software

GMRFLib

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