2 papers
stat.ML2019★ 4 cited
Iterative Construction of Gaussian Process Surrogate Models for Bayesian Inference
Leen Alawieh, Jonathan Goodman, John B. Bell
A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems…
physics.comp-ph2016
A Bifurcation Monte Carlo Scheme for Rare Event Simulation
Hongliang Liu, Jonathan Goodman
The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation m…