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- W4361865414 abstract "Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by a hyperprior model for the variances. A widely used choice for the hyperprior is a member of the family of generalized gamma distributions. Most of the work in the literature has concentrated on numerical approximation of the maximum a posteriori (MAP) estimates, and less attention has been paid on sampling methods or other means for uncertainty quantification. Sampling from the hierarchical models is challenging mainly for two reasons: The hierarchical models are typically high-dimensional, thus suffering from the curse of dimensionality, and the strong correlation between the unknown of interest and its variance can make sampling rather inefficient. This work addresses mainly the first one of these obstacles. By using a novel reparametrization, it is shown how the posterior distribution can be transformed into one dominated by a Gaussian white noise, allowing sampling by using the preconditioned Crank-Nicholson (pCN) scheme that has been shown to be efficient for sampling from distributions dominated by a Gaussian component. Furthermore, a novel idea for speeding up the pCN in a special case is developed, and the question of how strongly the hierarchical models are concentrated on sparse solutions is addressed in light of a computed example." @default.
- W4361865414 created "2023-04-05" @default.
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- W4361865414 date "2023-03-29" @default.
- W4361865414 modified "2023-09-27" @default.
- W4361865414 title "Computationally efficient sampling methods for sparsity promoting hierarchical Bayesian models" @default.
- W4361865414 doi "https://doi.org/10.48550/arxiv.2303.16988" @default.
- W4361865414 hasPublicationYear "2023" @default.
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