On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems

Claudia Schillings, Björn Sprungk, Philipp Wacker. On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems. Numerische Mathematik, 145(4):915-971, 2020. [doi]

Authors

Claudia Schillings

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Björn Sprungk

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Philipp Wacker

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