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02/24/2022
Robust random walk-like Metropolis-Hastings algorithms for concentrating posteriors
Motivated by Bayesian inference with highly informative data we analyze ...
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05/07/2021
Geometric convergence of elliptical slice sampling
For Bayesian learning, given likelihood function and Gaussian prior, the...
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08/27/2020
The linear conditional expectation in Hilbert space
The linear conditional expectation (LCE) provides a best linear (or rath...
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08/17/2020
On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
Convergence of an adaptive collocation method for the stationary paramet...
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04/15/2020
Stability of doubly-intractable distributions
Doubly-intractable distributions appear naturally as posterior distribut...
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03/06/2020
Sensitivity of Uncertainty Propagation for the Elliptic Diffusion Equation
For elliptic diffusion equations with random coefficient and source term...
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06/17/2019
On the Locally Lipschitz Robustness of Bayesian Inverse Problems
In this note we consider the robustness of posterior measures occuring i...
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03/09/2019
Quantitative spectral gap estimate and Wasserstein contraction of simple slice sampling
We prove Wasserstein contraction of simple slice sampling for approximat...
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01/13/2019
On the Convergence of the Laplace Approximation and Noise-Level-Robustness of Laplace-based Monte Carlo Methods for Bayesian Inverse Problems
The Bayesian approach to inverse problems provides a rigorous framework ...
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05/18/2018
