Sequential Implicit Sampling Methods for Bayesian Inverse Problems
From MaRDI portal
Publication:5269874
DOI10.1137/15M1044035zbMath1401.65012OpenAlexW2617393987MaRDI QIDQ5269874
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/15m1044035
posterioroptimizationdata assimilationimplicit samplingBayesian frameworksequential implicit sampling
Related Items (2)
Implicit sampling for hierarchical Bayesian inversion and applications in fractional multiscale diffusion models ⋮ Implicit particle filtering \textit{via} a bank of nonlinear Kalman filters
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ensemble samplers with affine invariance
- A random map implementation of implicit filters
- Implicit particle filters for data assimilation
- Parameter estimation by implicit sampling
- Evaluation of Gaussian approximations for data assimilation in reservoir models
- Implicit sampling, with application to data assimilation
- An iterative implementation of the implicit nonlinear filter
- Inverse problems: A Bayesian perspective
- A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
- Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations
- Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
- A sequential particle filter method for static models
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
- Data Assimilation
- Sequential Monte Carlo methods for Bayesian elliptic inverse problems
This page was built for publication: Sequential Implicit Sampling Methods for Bayesian Inverse Problems
