Subspace splitting fast sampling from Gaussian posterior distributions of linear inverse problems

DOI10.1137/25M1744605MaRDI QIDQ6856837zbMATH OpenFDO

Authors Daniela Calvetti, Erkki Somersalo

Publication date 18 February 2026

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

Full work available at URL https://doi.org/10.1137/25M1744605

zbMATH Keywords

Bayesian inverse problemblock-Gibbs samplerhierarchical modelpreconditioned Crank-Nicholson

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Numerical methods for inverse problems for integral equations (65R32)

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