Dimension-independent likelihood-informed MCMC

Dimension-independent likelihood-informed MCMC

13 November 2014

Youssef M. Marzouk

Papers citing "Dimension-independent likelihood-informed MCMC"

11 / 11 papers shown

Title
Optimal low-rank approximations of Bayesian linear inverse problems Alessio Spantini A. Solonen Tiangang Cui James Martin L. Tenorio Youssef Marzouk 62 129 0 13 Jul 2014
Likelihood-informed dimension reduction for nonlinear inverse problems Tiangang Cui James Martin Youssef M. Marzouk A. Solonen Alessio Spantini 55 158 0 19 Mar 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 51 231 0 28 Aug 2013
A computational framework for infinite-dimensional Bayesian inverse problems. Part I: The linearized case, with application to global seismic inversion T. Bui-Thanh Omar Ghattas James Martin G. Stadler 61 390 0 06 Aug 2013
Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A case study for the Navier-Stokes equations N. Kantas A. Beskos Ajay Jasra 58 100 0 23 Jul 2013
Complexity Analysis of Accelerated MCMC Methods for Bayesian Inversion V. H. Hoang Christoph Schwab Andrew M. Stuart 47 112 0 10 Jul 2012
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 72 480 0 03 Feb 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 68 187 0 06 Dec 2011
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions Natesh S. Pillai Andrew M. Stuart Alexandre Hoang Thiery 69 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 76 114 0 22 Mar 2010
On the ergodicity of the adaptive Metropolis algorithm on unbounded domains E. Saksman M. Vihola 73 72 0 18 Jun 2008