A practical and efficient approach for Bayesian quantum state estimation

JM Lukens, KJH Law, A Jasra… - New Journal of …, 2020 - iopscience.iop.org
Bayesian inference is a powerful paradigm for quantum state tomography, treating
uncertainty in meaningful and informative ways. Yet the numerical challenges associated …

Workshop report on basic research needs for scientific machine learning: Core technologies for artificial intelligence

N Baker, F Alexander, T Bremer, A Hagberg… - 2019 - osti.gov
Scientific Machine Learning (SciML) and Artificial Intelligence (AI) will have broad use and
transformative effects across the Department of Energy. Accordingly, the January 2018 Basic …

Certified dimension reduction in nonlinear Bayesian inverse problems

O Zahm, T Cui, K Law, A Spantini, Y Marzouk - Mathematics of Computation, 2022 - ams.org
We propose a dimension reduction technique for Bayesian inverse problems with nonlinear
forward operators, non-Gaussian priors, and non-Gaussian observation noise. The …

An optimization of artificial neural network modeling methodology for the reliability assessment of corroding natural gas pipelines

K Wen, L He, J Liu, J Gong - Journal of Loss Prevention in the Process …, 2019 - Elsevier
A fast calculation of the reliability is meaningful to the in-line inspection of corroding natural
gas pipelines. However, the traditional Monte Carlo simulation (MCS) method is time …

Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

C Köpke, J Irving, AH Elsheikh - Advances in water resources, 2018 - Elsevier
Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a
forward model linking subsurface physical properties to measured data, which is typically …

MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure

XT Tong, M Morzfeld, YM Marzouk - SIAM Journal on Scientific Computing, 2020 - SIAM
Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples
from a given target probability distribution. We discuss one particular MCMC sampler, the …

Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals

A Beskos, A Jasra, K Law, Y Marzouk, Y Zhou - SIAM/ASA Journal on …, 2018 - SIAM
In this article we develop a new sequential Monte Carlo method for multilevel Monte Carlo
estimation. In particular, the method can be used to estimate expectations with respect to a …

[HTML][HTML] Covariance-based MCMC for high-dimensional Bayesian updating with Sequential Monte Carlo

B Carrera, I Papaioannou - Probabilistic Engineering Mechanics, 2024 - Elsevier
Abstract Sequential Monte Carlo (SMC) is a reliable method to generate samples from the
posterior parameter distribution in a Bayesian updating context. The method samples a …

Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors

D Rudolf, B Sprungk - arXiv preprint arXiv:2202.12127, 2022 - arxiv.org
Motivated by Bayesian inference with highly informative data we analyze the performance of
random walk-like Metropolis-Hastings algorithms for approximate sampling of increasingly …

Lithological tomography with the correlated pseudo-marginal method

L Friedli, N Linde, D Ginsbourger… - Geophysical Journal …, 2022 - academic.oup.com
We consider lithological tomography in which the posterior distribution of (hydro) geological
parameters of interest is inferred from geophysical data by treating the intermediate …