41 citations · 198 across the 24 of their papers we have counts for
5 papers · 1 filter
Continuous Gaussian mixture solution for linear Bayesian inversion with application to Laplace priors
Rafael Flock, Yiqiu Dong, Felipe Uribe +1
We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an int…
Coupled Input-Output Dimension Reduction: Application to Goal-oriented Bayesian Experimental Design and Global Sensitivity Analysis
Qiao Chen, Elise Arnaud, Ricardo Baptista +1
We introduce a new method to jointly reduce the dimension of the input and output space of a function between high-dimensional spaces. Choosing a reduced input subspace influences…
Sharp detection of low-dimensional structure in probability measures via dimensional logarithmic Sobolev inequalities
Matthew T. C. Li, Tiangang Cui, Fengyi Li +2
Identifying low-dimensional structure in high-dimensional probability measures is an essential pre-processing step for efficient sampling. We introduce a method for identifying and…
Optimal Riemannian metric for Poincaré inequalities and how to ideally precondition Langevin dynamics
Tiangang Cui, Xin Tong, Olivier Zahm
Poincaré inequality is a fundamental property that rises naturally in different branches of mathematics. The associated Poincaré constant plays a central role in many applications…
Sequential transport maps using SoS density estimation and -divergences
Benjamin Zanger, Olivier Zahm, Tiangang Cui +1
Transport-based density estimation methods are receiving growing interest because of their ability to efficiently generate samples from the approximated density. We further inverti…