no code implementations • 17 Jul 2023 • Tianming Bai, Aretha L. Teckentrup, Konstantinos C. Zygalakis
This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations.
1 code implementation • 7 Mar 2016 • Andrew M. Stuart, Aretha L. Teckentrup
We prove error bounds on the Hellinger distance between the true posterior distribution and various approximations based on the Gaussian process emulator.
Numerical Analysis