Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
DOI10.1137/18M1183017WikidataQ127127993 ScholiaQ127127993MaRDI QIDQ5237191FDOQ5237191
Authors: Bamdad Hosseini 
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.07833
Monte Carlo methods (65C05) Parametric inference (62F99) Probability theory on linear topological spaces (60B11) Discrete-time Markov processes on general state spaces (60J05) Inverse problems for PDEs (35R30)
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Cited In (8)
- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
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- Besov-Laplace priors in density estimation: optimal posterior contraction rates and adaptation
- Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
- Non-reversible guided Metropolis kernel
- A vanilla Rao-Blackwellization of Metropolis-Hastings algorithms
- Background Driving Distribution Functions and Series Representations for Log-Gamma Self-Decomposable Random Variables
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