Concept
Inverse probability
Publications associées (64)
Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
Fabio Nobile, Juan Pablo Madrigal Cianci
In this work, we present, analyze, and implement a class of multilevel Markov chain Monte Carlo(ML-MCMC) algorithms based on independent Metropolis--Hastings proposals for Bayesian inverse problems. In this context, the likelihood function involves solving ...
2023MATHICSE Technical Report : Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
Fabio Nobile, Juan Pablo Madrigal Cianci
In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesian inverse problems. In this context, the likelihood function involves solvin ...
MATHICSE2021Multi-Modal Mean-Fields via Cardinality-Based Clamping
Mean Field inference is central to statistical physics. It has attracted much interest in the Computer Vision community to efficiently solve problems expressible in terms of large Conditional Random Fields. However, since it models the posterior probabilit ...
Ieee2017