Scalable Optimization-Based Sampling on Function Space

Scalable Optimization-Based Sampling on Function Space

© 2020 Society for Industrial and Applied Mathematics. Optimization-based samplers such as randomize-then-optimize (RTO) [J. M. Bardsley et al., SIAM J. Sci. Comput., 36 (2014), pp. A1895-A1910] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These...

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Bibliographic Details
Main Authors: Bardsley, Johnathan M, Cui, Tiangang, Marzouk, Youssef M, Wang, Zheng
Other Authors: Massachusetts Institute of Technology. Center for Computational Engineering
Format: Article
Language:English
Published: Society for Industrial & Applied Mathematics (SIAM) 2021
Online Access:https://hdl.handle.net/1721.1/135340

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https://hdl.handle.net/1721.1/135340

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