A Multiscale Strategy for Bayesian Inference Using Transport Maps
نویسندگان
چکیده
منابع مشابه
A Multiscale Strategy for Bayesian Inference Using Transport Maps | SIAM/ASA Journal on Uncertainty Quantification | Vol. 4, No. 1 | Society for Industrial and Applied Mathematics
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This work introduces a multiscale decomposition that exploits conditional independence across scales, when present in certain classes of inverse problems, to decou...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2016
ISSN: 2166-2525
DOI: 10.1137/15m1032478