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MCMC-Net: Accelerating Markov Chain Monte Carlo with Neural Networks for Inverse Problems

MCMC-Net: Accelerating Markov Chain Monte Carlo with Neural Networks for Inverse Problems

In many computational problems, using the Markov Chain Monte Carlo (MCMC) can be prohibitively time-consuming. We propose MCMC-Net, a simple yet efficient way to accelerate MCMC via neural networks. The key idea of our approach is to substitute the likelihood function of the MCMC method with a neural operator. We …