Certified coordinate selection for high-dimensional Bayesian inversion with Laplace prior

DOI10.1007/s11222-024-10445-1zbMath1542.6201MaRDI QIDQ6581669

Olivier Zahm, Unnamed Author, Yiqiu Dong, Felipe Uribe

Publication date: 31 July 2024

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

zbMATH Keywords

dimension reductionsparsityMCMCBayesian inverse problemsLaplace prior

Mathematics Subject Classification ID

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

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