Cost free hyper-parameter selection/averaging for Bayesian inverse problems with vanilla and Rao-blackwellized SMC samplers

DOI10.1007/s11222-023-10294-4zbMath1523.62041arXiv2212.12205OpenAlexW4387106775MaRDI QIDQ6063154

Adam M. Johansen, Alberto Sorrentino, Alessandro Viani

Publication date: 7 November 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.12205

zbMATH Keywords

empirical BayesBayesian inverse problemssequential Monte Carlo samplersfully Bayesianhyper-parameter estimationRao-blackwellization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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