Penthesileas Schwestern

Posterior Exploration for Computationally Intensive Forward Models

“…There are a number of approaches for using fast, approximate simulators to improve the MCMC exploration of the original (fine-scale) posterior given in (2.2). In this chapter we consider two related approaches: Metropolis-coupled MCMC (Andersen et al, 2003;Geyer, 1991;Higdon et al, 2003); and delayed acceptance (DA) schemes that limit the number of calls to the expensive, "exact" simulator (Liu, 2001,Christen and Fox, 2005,Cui et al, 2011,Banterle et al, 2019. We'll also highlight the adaptive, multi-level extension of DA given in Lykkegaard et al (2023), demonstrating it for the EIT application of this chapter.…”

“…By augmenting the posterior of interest with auxiliary distributions one can use Metropolis coupling (Geyer, 1991), simulated tempering (Marinari and Parisi, 1992), or related schemes (Liu and Sabatti, 1999). Here we use Metropolis coupling (MC) and define a joint, product posterior for the pair of 24 × 24 conductivity images (x, x) given by…”