37 citations · 151 across the 27 of their papers we have counts for
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math.PR2018★ 1 cited
Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
Bamdad Hosseini, James E Johndrow
We study a class of Metropolis-Hastings algorithms for target measures that are absolutely continuous with respect to a large class of non-Gaussian prior measures on Banach spaces.…
math.PR2016
Well-posed Bayesian Inverse Problems with Infinitely-Divisible and Heavy-Tailed Prior Measures
Bamdad Hosseini
We present a new class of prior measures in connection to regularization techniques when which is based on the generalized Gamma distribution. We show that th…
math.PR2016
Well-posed Bayesian Inverse Problems: Priors with Exponential Tails
Bamdad Hosseini, Nilima Nigam
We consider the well-posedness of Bayesian inverse problems when the prior measure has exponential tails. In particular, we consider the class of convex (log-concave) probability m…