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This content will become publicly available on January 1, 2026

Title: VARIANCE-BASED SENSITIVITY OF BAYESIAN INVERSE PROBLEMS TO THE PRIOR DISTRIBUTION
The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reason-able may lead to significantly different conclusions. We develop a computational approach to understand the impact of the hyperparameters defining the prior on the posterior statistics of the quantities of interest. Our approach relies on global sensitivity analysis (GSA) of Bayesian inverse problems with respect to the prior hyperparameters. This, however, is a challenging problem-a naive double loop sampling approach would require running a prohibitive number of Markov chain Monte Carlo (MCMC) sampling procedures. The present work takes a foundational step in making such a sensitivity analysis practical by combining efficient surrogate models and a tailored importance sampling approach. In particular, we can perform accurate GSA of posterior statistics of quantities of interest with respect to prior hyperparameters without the need to repeat MCMC runs. We demonstrate the effectiveness of the approach on a simple Bayesian linear inverse problem and a nonlinear inverse problem governed by an epidemiological model.  more » « less
Award ID(s):
1745654
PAR ID:
10627874
Author(s) / Creator(s):
; ;
Publisher / Repository:
Begell House
Date Published:
Journal Name:
International Journal for Uncertainty Quantification
Volume:
15
Issue:
2
ISSN:
2152-5080
Page Range / eLocation ID:
65 to 90
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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