Likelihood-informed dimension reduction for nonlinear inverse problems

Likelihood-informed dimension reduction for nonlinear inverse problems

19 March 2014

Youssef M. Marzouk

Alessio Spantini

Papers citing "Likelihood-informed dimension reduction for nonlinear inverse problems"

6 / 6 papers shown

Title
Dimension-independent likelihood-informed MCMC Tiangang Cui K. Law Youssef M. Marzouk 27 196 0 13 Nov 2014
Optimal low-rank approximations of Bayesian linear inverse problems Alessio Spantini A. Solonen Tiangang Cui James Martin L. Tenorio Youssef Marzouk 50 129 0 13 Jul 2014
A computational framework for infinite-dimensional Bayesian inverse problems: Part II. Stochastic Newton MCMC with application to ice sheet flow inverse problems N. Petra James Martin G. Stadler Omar Ghattas 38 231 0 28 Aug 2013
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 55 480 0 03 Feb 2012
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 61 99 0 02 Mar 2011
Diffusion limits of the random walk Metropolis algorithm in high dimensions Jonathan C. Mattingly Natesh S. Pillai Andrew M. Stuart 61 114 0 22 Mar 2010