Rate-optimal refinement strategies for local approximation MCMC

DOI10.1007/s11222-022-10123-0zbMath1495.62009arXiv2006.00032OpenAlexW3031097195WikidataQ114223423 ScholiaQ114223423MaRDI QIDQ2172107

Yanyan Li

Publication date: 15 September 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.00032

zbMATH Keywords

Markov chain Monte CarloBayesian inferencelocal regressionsurrogate modelssampling methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Context-Aware Surrogate Modeling for Balancing Approximation and Sampling Costs in Multifidelity Importance Sampling and Bayesian Inverse Problems

Uses Software

• NLopt
• nanoflann
• GitHub

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