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20192026
most citedProjected Stein Variational Newton: A Fast and Scalable Bayesian Inference Method in High Dimensions

36 citations · 47 across the 5 of their papers we have counts for

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Showing 2024Show all

2 papers · 1 filter

math.NA2024

LazyDINO: Fast, scalable, and efficiently amortized Bayesian inversion via structure-exploiting and surrogate-driven measure transport

Lianghao Cao, Joshua Chen, Michael Brennan +3

We present LazyDINO, a transport map variational inference method for fast, scalable, and efficiently amortized solutions of high-dimensional nonlinear Bayesian inverse problems wi…

math.NA2024

Gaussian mixture Taylor approximations of risk measures constrained by PDEs with Gaussian random field inputs

Dingcheng Luo, Joshua Chen, Peng Chen +1

This work considers the computation of risk measures for quantities of interest governed by PDEs with Gaussian random field parameters using Taylor approximations. While efficient,…