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math.NA2022
Further analysis of multilevel Stein variational gradient descent with an application to the Bayesian inference of glacier ice models
Terrence Alsup, Tucker Hartland, Benjamin Peherstorfer +1
Multilevel Stein variational gradient descent is a method for particle-based variational inference that leverages hierarchies of surrogate target distributions with varying costs a…
math.NA2022★ 2 cited
Optimal design of large-scale nonlinear Bayesian inverse problems under model uncertainty
Alen Alexanderian, Ruanui Nicholson, Noemi Petra
We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we co…