Scalable Optimization-Based Sampling on Function Space
Published in SIAM Journal on Scientific Computing • Jan 1, 2020
NobleIDNI2P55W26R59S40
Authors:,,
Johnathan M. Bardsley
Tiangang Cui
Youssef Marzouk
Abstract
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 methods solve randomly perturbed optimization problem...
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