Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations

23 July 2013

Papers citing "Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations"

13 / 13 papers shown

Title
Dynamic Term Structure Models with Nonlinearities using Gaussian Processes Tomasz Dubiel-Teleszynski K. Kalogeropoulos Nikolaos Karouzakis 14 0 0 18 May 2023
Tensor-train methods for sequential state and parameter learning in state-space models Yiran Zhao Tiangang Cui 24 2 0 24 Jan 2023
Generalized Transitional Markov Chain Monte Carlo Sampling Technique for Bayesian Inversion Han Lu Mohammad Khalil T. Catanach Jiefu Chen Xuqing Wu Xin Fu C. Safta Yueqin Huang 17 0 0 03 Dec 2021
Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo W. van den Boom Ajay Jasra M. De Iorio A. Beskos J. Eriksson 32 9 0 09 Mar 2021
Deep composition of tensor-trains using squared inverse Rosenblatt transports Tiangang Cui S. Dolgov OT 26 33 0 14 Jul 2020
Consistency analysis of bilevel data-driven learning in inverse problems Neil K. Chada C. Schillings Xin T. Tong Simon Weissmann 17 8 0 06 Jul 2020
Generalized Parallel Tempering on Bayesian Inverse Problems J. Latz Juan P. Madrigal-Cianci F. Nobile Raúl Tempone 19 16 0 06 Mar 2020
Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo T. Catanach Huy D. Vo B. Munsky 20 12 0 06 Jan 2020
Transform-based particle filtering for elliptic Bayesian inverse problems Sangeetika Ruchi S. Dubinkina M. Iglesias OT 11 9 0 15 Jan 2019
Bayesian Updating and Uncertainty Quantification using Sequential Tempered MCMC with the Rank-One Modified Metropolis Algorithm T. Catanach J. Beck 8 10 0 23 Apr 2018
Sequential Monte Carlo Methods for Bayesian Elliptic Inverse Problems A. Beskos Ajay Jasra Ege A. Muzaffer Andrew M. Stuart 26 72 0 15 Dec 2014
A Stable Particle Filter in High-Dimensions A. Beskos Dan Crisan Ajay Jasra K. Kamatani Yan Zhou 40 35 0 11 Dec 2014
On the Convergence of Adaptive Sequential Monte Carlo Methods A. Beskos Ajay Jasra N. Kantas Alexandre Hoang Thiery 33 92 0 27 Jun 2013