25 citations · 125 across the 21 of their papers we have counts for
4 papers · 1 filter
Dimension-independent Markov chain Monte Carlo on the sphere
H. C. Lie, D. Rudolf, B. Sprungk +1
We consider Bayesian analysis on high-dimensional spheres with angular central Gaussian priors. These priors model antipodally symmetric directional data, are easily defined in Hil…
Γ-convergence of Onsager-Machlup functionals. Part II: Infinite product measures on Banach spaces
Birzhan Ayanbayev, Ilja Klebanov, Han Cheng Lie +1
We derive Onsager-Machlup functionals for countable product measures on weighted subspaces of the sequence space . Each measure in the product is…
Γ-convergence of Onsager-Machlup functionals. Part I: With applications to maximum a posteriori estimation in Bayesian inverse problems
Birzhan Ayanbayev, Ilja Klebanov, Han Cheng Lie +1
The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with…
Randomised one-step time integration methods for deterministic operator differential equations
Han Cheng Lie, Martin Stahn, T. J. Sullivan
Uncertainty quantification plays an important role in problems that involve inferring a parameter of an initial value problem from observations of the solution. Conrad et al.\ (\te…