63 citations · 308 across the 48 of their papers we have counts for
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math.NA2015★ 63 cited
Accelerating MCMC with active subspaces
Paul G. Constantine, Carson Kent, Tan Bui-Thanh
The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its ite…
stat.CO2015★ 48 cited
Emulation of Higher-Order Tensors in Manifold Monte Carlo Methods for Bayesian Inverse Problems
Shiwei Lan, Tan Bui-Thanh, Mike Christie +1
The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure…