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MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure

  • Published:2020-01 Issue:3 Volume:42 Page:A1765-A1788
  • ISSN:1064-8275
  • Container-title:SIAM Journal on Scientific Computing
  • language:en
  • Short-container-title:SIAM J. Sci. Comput.

Author:

Tong X. T.ORCID,Morzfeld M.,Marzouk Y. M.

Funder

Office of Naval Research

Ministry of Education - Singapore

National Science Foundation

U.S. Department of Energy

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Computational Mathematics

Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multiscale Sampling for the Inverse Modeling of Partial Differential Equations;Journal of Computational Physics;2023-11

2. Localized ensemble Kalman inversion;Inverse Problems;2023-04-21

3. A CVAE-within-Gibbs sampler for Bayesian linear inverse problems with hyperparameters;Computational and Applied Mathematics;2023-03-31

4. The Multiscale Maximum Change Algorithm for Subsurface Characterization;Computational Science and Its Applications – ICCSA 2023 Workshops;2023

5. A unified performance analysis of likelihood-informed subspace methods;Bernoulli;2022-11-01
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