Fetching the paper…

Reading the bibliography…

2016

Hyperpriors for Mat\'ern fields with applications in Bayesian inversion

Roininen, Lassi, Girolami, Mark, Lasanen, Sari et al.

Original
PDF
Post on X

Understand

We introduce non-stationary Mat\'ern field priors with stochastic partial differential equations, and construct correlation length-scaling with hyperpriors.

We model both the hyperprior and the Mat\'ern prior as continuous-parameter random fields.
As hypermodels, we use Cauchy and Gaussian random fields, which we map suitably to a desired correlation length-scaling range.
For computations, we discretise the models with finite difference methods.

Hyperpriors for Mat\'ern fields with applications in Bayesian inversion · Around

Built on

Yu. A. Rozanov,
1977
Earlier work this paper cites.
C. J. Paciorek,
2003
Earlier work this paper cites.
M. Lassas and S. Siltanen,
(MR2109134) · 2004
Earlier work this paper cites.
J. Kaipio and E. Somersalo,
(MR2102218) · 2005
Earlier work this paper cites.
H. Rue and L. Held,
(MR2130347) · 2005
Earlier work this paper cites.
C. J. Paciorek and M. J. Schervish,
(MR2240939) · 2006
Earlier work this paper cites.
V. I. Bogachev,
(MR2267655) · 2007
Earlier work this paper cites.
D. Calvetti and E. Somersalo,
(MR2351679) · 2007
Earlier work this paper cites.
D. Calvetti and E.Somersalo,
(MR2421950) · 2007
Earlier work this paper cites.

Similar

D. Calvetti and E.Somersalo,
(MR2421950) · 2008
Cited alongside, same era.
M. Lassas, E. Saksman and S. Siltanen,
(MR2558305) · 2009
Cited alongside, same era.
A. M. Stuart,
(MR2652785) · 2010
Cited alongside, same era.
T. Helin and M. Lassas,
(MR2746411) · 2011
Cited alongside, same era.
F. Lindgren, H. Rue, and J. Lindström,
(MR2853727) · 2011
Cited alongside, same era.
J. Charrier,
(MR2888311) · 2012
Cited alongside, same era.
J. M. Bardsley,
(MR3063540) · 2013
Cited alongside, same era.

Then

M. Filippone and M. Girolami,
2014
Later among the works it cites.
B. S. Jovanović and E. Süli,
(MR3136501) · 2014
Later among the works it cites.
L. Roininen, J. Huttunen and S. Lasanen,
(MR3209311) · 2014
Later among the works it cites.
G.-A. Fuglstad, D. Simpson, F. Lindgren, and H. Rue,
(MR3431054) · 2015
Later among the works it cites.
J. Norberg, L. Roininen, J. Vierinen, O. Amm, D. McKay-Bukowski, and M. S Lehtinen,
2015
Later among the works it cites.
M. Dunlop,
2016
Closest in time.
M. Markkanen, L. Roininen, J. M. J. Huttunen, and S. Lasanen,
2016
Closest in time.

Beyond the bibliography

alphaXiv searches the wider corpus for related work and actual follow-ups.

Open on alphaXiv

alphaXiv is searching for related work…

L. Roininen, P. Piiroinen and M. Lehtinen,

(MR3063550) · 2013

Cited alongside, same era.

D. Bolin,

(MR3249417) · 2014

Cited alongside, same era.

T. J. Sullivan,

2016

Closest in time.