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Error bounds for some approximate posterior measures in Bayesian inference
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Lie, Han Cheng, Sullivan, T. J. and Teckentrup, Aretha (2020) Error bounds for some approximate posterior measures in Bayesian inference. In: Vermolen, F. J. and Vuik, C., (eds.) Numerical Mathematics and Advanced Applications ENUMATH 2019. Lecture Notes in Computational Science and Engineering, 139 . Springer International Publishing, pp. 275-283. ISBN 9783030558734
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Official URL: http://dx.doi.org/10.1007/978-3-030-55874-1_26
Abstract
In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of approximate posteriors that arise from approximating the data misfit or forward model. We review some error bounds for random and deterministic approximate posteriors that arise when the approximate data misfits and approximate forward models are random.
Item Type: | Book Item | ||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Engineering > Engineering | ||||||
Series Name: | Lecture Notes in Computational Science and Engineering | ||||||
Publisher: | Springer International Publishing | ||||||
ISBN: | 9783030558734 | ||||||
ISSN: | 1439-7358 | ||||||
Book Title: | Numerical Mathematics and Advanced Applications ENUMATH 2019 | ||||||
Editor: | Vermolen, F. J. and Vuik, C. | ||||||
Official Date: | 22 August 2020 | ||||||
Dates: |
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Volume: | 139 | ||||||
Page Range: | pp. 275-283 | ||||||
DOI: | 10.1007/978-3-030-55874-1_26 | ||||||
Status: | Peer Reviewed | ||||||
Publication Status: | Published | ||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||
Type of Event: | Conference | ||||||
Location of Event: | Egmond aan Zee, The Netherlands | ||||||
Date(s) of Event: | 30 Sep - 4 Oct 2019 | ||||||
Related URLs: |
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