Adaptive particle-based approximations of the Gibbs posterior for inverse problems

no code implementations • 2 Jul 2019 • Zilong Zou, Sayan Mukherjee, Harbir Antil, Wilkins Aquino

To manage the computational cost of propagating increasing numbers of particles through the loss function, we employ a recently developed local reduced basis method to build an efficient surrogate loss function that is used in the Gibbs update formula in place of the true loss.

Bayesian Inference