A collection of algorithms used in Bayesian Statistics and particularly in Bayesian Inverse Problems. This repository also contains some further material, like an incomplete short review on Bayesian Inverse Problems and Slides concerning BIPs.
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2018Handout_BIP_AlgUQ_Latz.pdf
IS_N2t.m
IS_t2N.m
KalmanFilter.m
KalmanFilter_SmallNoiseLimit.m
MHMCMC_multimodal.m
MHMCMC_t.m
README.md
short-review-methods.pdf

README.md

bayesian_inversion

A collection of algorithms used in Bayesian Statistics and particularly in Bayesian Inverse Problems