18 citations · 80 across the 22 of their papers we have counts for
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math.NA2016★ 11 cited
Posterior Consistency for Gaussian Process Approximations of Bayesian Posterior Distributions
Andrew M. Stuart, Aretha L. Teckentrup
We study the use of Gaussian process emulators to approximate the parameter-to-observation map or the negative log-likelihood in Bayesian inverse problems. We prove error bounds on…
math.NA2016★ 1 cited
Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
R. Scheichl, A. M. Stuart, A. L. Teckentrup
We are interested in computing the expectation of a functional of a PDE solution under a Bayesian posterior distribution. Using Bayes' rule, we reduce the problem to estimating the…