Two-Stage Framework Combining Derivative-Free MCMC Sampling and Transport Maps for Black-Box Bayesian Inverse Problems

Abstract

AbstractThis study addresses the challenge of estimating Bayesian posterior distributions, a key task in uncertainty quantification, particularly within settings where the mapping from parameters to observations is a black box. Such models, often ...Practical ApplicationsThis research presents a computational method to better understand complex systems (like heat flow or population dynamics) when we can only run simulations forward. This is often the case with complicated simulation software or ...