2021
DOI: 10.1007/s10444-021-09850-1
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Variational Bayesian inversion for the reaction coefficient in space-time nonlocal diffusion equations

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“…On the other hand, methods to approximate the true posterior pdf mainly include Markov Chain Monte Carlo (MCMC), variational Bayes and ensemble-based methods (e.g. ensemble Kalman filter and ensemble smoother) (Olalotiti-Lawal and Datta-Gupta, 2018;Emerick and Reynolds, 2013;Song et al, 2021;Povala et al, 2022). These methods approximate the posterior pdf using sample distributions, in the case of MCMC and ensemble-based methods, or trial functions in the case of variational Bayes.…”
Section: Introductionmentioning
confidence: 99%
“…On the other hand, methods to approximate the true posterior pdf mainly include Markov Chain Monte Carlo (MCMC), variational Bayes and ensemble-based methods (e.g. ensemble Kalman filter and ensemble smoother) (Olalotiti-Lawal and Datta-Gupta, 2018;Emerick and Reynolds, 2013;Song et al, 2021;Povala et al, 2022). These methods approximate the posterior pdf using sample distributions, in the case of MCMC and ensemble-based methods, or trial functions in the case of variational Bayes.…”
Section: Introductionmentioning
confidence: 99%