2 papers
stat.CO2026
Piecewise Deterministic Markov Processes for Bayesian Inference of PDE Coefficients
Leon Riccius, Iuri B. C. M. Rocha, Joris Bierkens +2
We develop a general framework for piecewise deterministic Markov process (PDMP) samplers that enables efficient Bayesian inference in non-linear inverse problems with expensive li…
physics.comp-ph2024
Integration of Active Learning and MCMC Sampling for Efficient Bayesian Calibration of Mechanical Properties
Leon Riccius, Iuri B. C. M. Rocha, Joris Bierkens +2
Recent advancements in Markov chain Monte Carlo (MCMC) sampling and surrogate modelling have significantly enhanced the feasibility of Bayesian analysis across engineering fields.…