Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions
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Publication:5269863
DOI10.1137/15M1033320zbMATH Open1370.62018OpenAlexW2963333102MaRDI QIDQ5269863FDOQ5269863
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1033320
Markov chain Monte CarloMetropolis-HastingsBayesian inferenceuncertainty quantificationindependence sampling
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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Cited In (16)
- Randomized maximum likelihood based posterior sampling
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- Data assimilation in truncated plurigaussian models: impact of the truncation map
- A data-space inversion procedure for well control optimization and closed-loop reservoir management
- On the Use of Local Optimizations within Metropolis–Hastings Updates
- Learning physics-based models from data: perspectives from inverse problems and model reduction
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- Gaussian mixture model fitting method for uncertainty quantification by conditioning to production data
- Metropolized Knockoff Sampling
- Calibration of imperfect models to biased observations
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- Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
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- Scalable Optimization-Based Sampling on Function Space
- A modified randomized maximum likelihood for improved Bayesian history matching
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