Dimension Independent Likelihood Informed MCMC

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：weilanqq

【摘要】

：

　　This talk concerns function-space MCMC methods for sampling the posterior distribution arising from Bayesian inverse problems.A general class of operator-we

【作者】

：

LawKody[1]CuiTiangang[2]MarzoukYoussef[3]

【机构】

：

ORNL

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　This talk concerns function-space MCMC methods for sampling the posterior distribution arising from Bayesian inverse problems.A general class of operator-weighted proposal distributions are introduced,which are dimension(and covariance)-independent,and may include local gradient information.

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Dimension Independent Likelihood Informed MCMC

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