arXiv (Cornell University)
Posterior sampling with Adaptive Gaussian Processes in Bayesian parameter identification
November 2024 • Paolo Villani, Daniel Andrés-Arcones, Jörg F. Unger, Martin Weiser
Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many more evaluations of the forward model. Replacing computationally expensive forward models by fast surrogate models is an attractive option. However, computing the simulated training data for building a sufficiently accurate surrogate model can be computationally expensive in its…