2 papers
math.ST2025
Hyperparameter Selection via Early Stopping for Bayesian Semilinear PDEs
Maia Tienstra, Gottfried Hastermann
We provide a data-driven method for choosing the scale of a Gaussian prior for non-linear Bayesian inverse problems arising from semilinear PDEs. Following \cite{koers2024}, the no…
math.ST2024
Early Stopping for Ensemble Kalman-Bucy Inversion
Maia Tienstra, Sebastian Reich
Bayesian linear inverse problems aim to recover an unknown signal from noisy observations, incorporating prior knowledge. This paper analyses a data-dependent method to choose the…