TY - CHAP A1 - Cockayne, Jon A1 - Oates, Chris A1 - Sullivan, T. J. A1 - Girolami, Mark T1 - Probabilistic Numerical Methods for PDE-constrained Bayesian Inverse Problems T2 - Proceedings of the 36th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering N2 - This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem with a nonlinear forward model Y1 - 2017 U6 - https://doi.org/10.1063/1.4985359 VL - 1853 SP - 060001-1 EP - 060001-8 ER - TY - JOUR A1 - Schuster, Ingmar A1 - Constantine, Paul A1 - Sullivan, T. J. T1 - Exact active subspace Metropolis–Hastings, with applications to the Lorenz-96 system N2 - We consider the application of active subspaces to inform a Metropolis-Hastings algorithm, thereby aggressively reducing the computational dimension of the sampling problem. We show that the original formulation, as proposed by Constantine, Kent, and Bui-Thanh (SIAM J. Sci. Comput., 38(5):A2779-A2805, 2016), possesses asymptotic bias. Using pseudo-marginal arguments, we develop an asymptotically unbiased variant. Our algorithm is applied to a synthetic multimodal target distribution as well as a Bayesian formulation of a parameter inference problem for a Lorenz-96 system. Y1 - 2017 ER - TY - CHAP A1 - Sullivan, T. J. T1 - Well-posedness of Bayesian inverse problems in quasi-Banach spaces with stable priors T2 - 88th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM), Weimar 2017 Y1 - 2017 U6 - https://doi.org/10.1002/pamm.201710402 VL - 17 IS - 1 SP - 871 EP - 874 ER - TY - JOUR A1 - Sullivan, T. J. T1 - Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors JF - Inverse Problems and Imaging Y1 - 2017 U6 - https://doi.org/10.3934/ipi.2017040 VL - 11 IS - 5 SP - 857 EP - 874 ER -