On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

DOI10.1016/j.jcp.2016.11.024zbMath1380.65011arXiv1511.05838OpenAlexW2964057283MaRDI QIDQ680134

Zhewei Yao, Jinglai Li, Zixi Hu

Publication date: 22 January 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.05838

zbMATH Keywords

Bayesian inferenceadaptive Markov chain Monte Carloinfinite dimensional inverse problems

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Inverse problems for PDEs (35R30) Inverse problems involving ordinary differential equations (34A55)

Related Items (5)

A Hybrid Adaptive MCMC Algorithm in Function Spaces ⋮ Non-stationary multi-layered Gaussian priors for Bayesian inversion ⋮ Ergodicity of Markov chain Monte Carlo with reversible proposal ⋮ Ensemble sampler for infinite-dimensional inverse problems ⋮ Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling

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