DOI: 10.4310/amsa.2020.v5.n2.a3

tlooto Summary

To reformulate sampling methods for parameters based on Bayesian inference, formulations for gradient formulations for gradient on the manifold in the parameter space are used, including strong form, weak form and De Giorgi type duality form.

Abstract

In this note, we summarize several recent developments for efficient sampling methods for parameters based on Bayesian inference. To reformulate those sampling methods, we use different formulations for gradient flows on the manifold in the parameter space, including strong form, weak form and De Giorgi type duality form. The gradient flow formulations will cover some applications in deep learning, ensemble Kalman filter for data assimilation,

Citation format

GAO, Yuan; LIU, Jian‐Guo. A note on parametric bayesian inference via gradient flows. Annals of Mathematical Sciences and Applications, 2020.