A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors

DOI10.1137/21M146209XOpenAlexW3217655848MaRDI QIDQ5880612

Unnamed Author, Hwanwoo Kim, Alexander Strang, Unnamed Author

Publication date: 3 March 2023

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.13329

zbMATH Keywords

variational inferenceBayesian shrinkagesparse estimationhierarchical inverse problemsiterative alternating scheme

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Bayesian inference (62F15) Optimality conditions for problems involving partial differential equations (49K20) Smoothness and regularity of solutions to PDEs (35B65) Inverse problems for PDEs (35R30) Maximum principles in context of PDEs (35B50) PDEs in connection with statistics (35Q62)

Related Items

A CVAE-within-Gibbs sampler for Bayesian linear inverse problems with hyperparameters ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors

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