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math.NA2024
Efficient hyperparameter estimation in Bayesian inverse problems using sample average approximation
Julianne Chung, Scot M. Miller, Malena Sabate Landman +1
In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are…
math.NA2024
Inexact Generalized Golub-Kahan Methods for Large-Scale Bayesian Inverse Problems
Yutong Bu, Julianne Chung
Solving large-scale Bayesian inverse problems presents significant challenges, particularly when the exact (discretized) forward operator is unavailable. These challenges often ari…