Automatic Tempered Posterior Distributions for Bayesian Inversion Problems

We propose a novel adaptive importance sampling scheme for Bayesian inversion problems where the inference of the variables of interest and the power of the data noise are carried out using distinct (but interacting) methods. More specifically, we consider a Bayesian analysis for the variables of in...

Full description

Bibliographic Details
Main Authors: Luca Martino, Fernando Llorente, Ernesto Curbelo, Javier López-Santiago, Joaquín Míguez
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/7/784