A Continuation Method in Bayesian Inference
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Publication:6164173
DOI10.1137/19m130251xzbMath1514.62050arXiv1911.11650OpenAlexW2991591360MaRDI QIDQ6164173
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.11650
differential equationsmoment-generating functionposterior distributionBayes' theoremBarbashin equation
Bayesian inference (62F15) Monte Carlo methods (65C05) Continuation and prolongation of solutions to PDEs (35B60) Integral equations with kernels of Cauchy type (45E05) Initial-boundary value problems for nonlinear first-order PDEs (35F31)
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