Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks

DOI10.1137/19M1239416zbMath1454.62096arXiv1901.11269OpenAlexW3102272555MaRDI QIDQ5139357

Ioannis G. Kevrekidis, Simon L. Cotter, Paul T. Russell

Publication date: 8 December 2020

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

Full work available at URL: https://arxiv.org/abs/1901.11269

zbMATH Keywords

importance samplingmultiscaleBayesian inverse problemsstochastic reaction networksensembletransport map

Mathematics Subject Classification ID

Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

Related Items (1)

Distilling Importance Sampling for Likelihood Free Inference

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