4 papers
A localized consensus-based sampling algorithm
Arne Bouillon, Alexander Bodard, Panagiotis Patrinos +2
We propose a localized consensus-based method for sampling from non-Gaussian distributions, a task that frequently arises when solving Bayesian inverse problems. Our method arises…
Likelihood-informed dimension reduction across tempered Bayesian posteriors
Arne Bouillon, Oliver R. A. Dunbar
Scientific computer simulations cannot represent all scales in realistic applications. To bridge this model-data gap, parameters are injected into models and constrained with noisy…
Single-ensemble multilevel Monte Carlo for discrete ensemble Kalman methods
Arne Bouillon, Toon Ingelaere, Giovanni Samaey
Ensemble Kalman methods solve problems in domains such as filtering and inverse problems with interacting particles that evolve over time. For computationally expensive problems, t…
Efficient parallel inversion of ParaOpt preconditioners
Corentin Bonte, Arne Bouillon, Giovanni Samaey +1
Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a sy…