2 papers
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.NA2023
Efficient iterative methods for hyperparameter estimation in large-scale linear inverse problems
Khalil A Hall-Hooper, Arvind K Saibaba, Julianne Chung +1
We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that fo…