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math.NA2018
Approximation and sampling of multivariate probability distributions in the tensor train decomposition
Sergey Dolgov, Karim Anaya-Izquierdo, Colin Fox +1
General multivariate distributions are notoriously expensive to sample from, particularly the high-dimensional posterior distributions in PDE-constrained inverse problems. This pap…
stat.CO2018
A posteriori stochastic correction of reduced models in delayed acceptance MCMC, with application to multiphase subsurface inverse problems
Tiangang Cui, Colin Fox, Michael J O'Sullivan
Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the…