Question about the computation of the MAP of the posterior distribution

UQ with UQLab Community Q&A and How To
1

Hi UQ World!
I’m performing Bayesian inversion in the case of vectorial input (i.e., M>1). After the MCMC sampling, UQLab provides me the Maximum A Posterior (MAP) estimate (i.e., the modes) of the (multivariate) posterior distribution. I would like to ask you how the MAP estimate is computed starting from the posterior samples.

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Hi Giovanni

The map estimator returned by UQLab is the point with the maximum posterior probability encountered by the MCMC algorithm (i.e. prior times likelihood). It is computed inside uq_postProcessInversion.

Best, Paul

1 Like
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Thank you so much for the information :grinning: