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math.NA2023
Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
Ziruo Cai, Jinglai Li, Xiaoqun Zhang
The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often cons…
math.NA2023
VI-DGP: A variational inference method with deep generative prior for solving high-dimensional inverse problems
Yingzhi Xia, Qifeng Liao, Jinglai Li
Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspect…