Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification
DOI10.1214/20-ba1255OpenAlexW3120542511MaRDI QIDQ6121680
Maria L. Daza-Torres, J. Cricelio Montesinos-López, Hugo Flores-Arguedas, J. Andres Christen, Marcos A. Capistrán
Publication date: 27 February 2024
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/bayesian-analysis/volume-17/issue-2/Error-Control-of-the-Numerical-Posterior-with-Bayes-Factors-in/10.1214/20-BA1255.full
total variationinverse problemsBayesian inferenceuncertainty quantificationBayesian model comparisonnumerical analysis of ODE's and PDE's
Bayesian inference (62F15) Inverse problems for PDEs (35R30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
- Multilevel sequential Monte Carlo samplers
- Mathematical aspects of discontinuous Galerkin methods.
- Properties of intrinsic and fractional Bayes factors
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
- Statistical and computational inverse problems.
- Gaussian Markov random field priors for inverse problems
- Weak and TV consistency in Bayesian uncertainty quantification using disintegration
- Bayesian nonparametric data analysis
- Bayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorial
- A general purpose sampling algorithm for continuous distributions (the t-walk)
- Bayesian Calibration of Computer Models
- Inverse problems: A Bayesian perspective
- An Analysis of Infinite Dimensional Bayesian Inverse Shape Acoustic Scattering and Its Numerical Approximation
- Approximation of Bayesian Inverse Problems for PDEs
- Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
- The Intrinsic Bayes Factor for Model Selection and Prediction
- RECONSTRUCTION OF DOMAIN BOUNDARY AND CONDUCTIVITY IN ELECTRICAL IMPEDANCE TOMOGRAPHY USING THE APPROXIMATION ERROR APPROACH
- Bayesian Analysis of ODEs: Solver Optimal Accuracy and Bayes Factors
- A First Course in the Numerical Analysis of Differential Equations
- A‐posteriori error estimates for the finite element method
- A variable order Runge-Kutta method for initial value problems with rapidly varying right-hand sides
- Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems
- A Hybrid Adaptive MCMC Algorithm in Function Spaces
- On Choosing and Bounding Probability Metrics
- Bayes Factors
- Bernstein--von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems
- Calibrated Bayes factors for model comparison
- Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth
- Prediction Uncertainties beyond the Range of Experience: A Case Study in Inertial Confinement Fusion Implosion Experiments
- Stochastic Collocation Algorithms Using $l_1$-Minimization for Bayesian Solution of Inverse Problems
- Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails
- Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
- The Mathematical Theory of Finite Element Methods
- Fundamentals of Nonparametric Bayesian Inference
This page was built for publication: Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification
