MS-Th-D-36
Advances in MCMC and related sampling methods for large-scale inverse problems - Part I of IV
For Part II, see MS-Th-E-36
For Part III, see MS-Fr-D-36
For Part IV, see MS-Fr-E-36

Date: August 13
Time: 13:30--15:30
Room: 409

(Note: Click title to show the abstract.)

Organizer:
Bui-Thanh, Tan (The Univ. of Texas at Austin)
Cui, Tiangang (MIT)
Marzouk, Youssef (Massachusetts Inst. of Tech.)

Abstract: Inverse problems convert indirect measurements into useful characterizations of the parameters of a physical system. Parameters are typically related to indirect measurements by a system of partial differential equations (PDEs), which are complicated and expensive to evaluate. Available indirect data are often limited, noisy, and subject to natural variation, while the unknown parameters of interest are often high dimensional, or infinite dimensional in principle. Solution of the inverse problem, along with prediction and uncertainty assessment, can be cast in a Bayesian setting and thus naturally tackled with Markov chain Monte Carlo (MCMC) and other posterior sampling methods. However, designing scalable and efficient sampling methods for high dimensional inverse problems that involve expensive PDE evaluations poses a significant challenge. This mini-symposium presents recent advances in sampling approaches for large scale inverse problems.


MS-Th-D-36-1
13:30--14:00
High dimensional non-Gaussian Bayesian inference with transport maps
Spantini, Alessio (MIT)
Marzouk, Youssef (Massachusetts Inst. of Tech.)


MS-Th-D-36-2
14:00--14:30
Advances in Generalised Metropolis-Hastings Algorithms
Calderhead, Ben (Imperial College London)


MS-Th-D-36-3
14:30--15:00
Multilevel Sequential Monte Carlo Samplers
Law, Kody (ORNL)
TEMPONE, RAUL (KING ABDULLAH Univ. OF Sci. & Tech.)


MS-Th-D-36-4
15:00--15:30
Operator-weighted MCMC on function spaces
Cui, Tiangang (MIT)
Law, Kody (ORNL)
Marzouk, Youssef (Massachusetts Inst. of Tech.)

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Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA