2 papers
math.NA2025
Hierarchical Gaussian Random Fields for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and The Karhunen-Loève Decomposition
Sohail Reddy
This work introduces structure preserving hierarchical decompositions for sampling Gaussian random fields (GRF) within the context of multilevel Bayesian inference in high-dimensio…
stat.ML2024
Accelerating Multilevel Markov Chain Monte Carlo Using Machine Learning Models
Sohail Reddy, Hillary Fairbanks
This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. W…