Localization for MCMC: sampling high-dimensional posterior distributions with local structure
From MaRDI portal
Publication:2214525
DOI10.1016/j.jcp.2018.12.008zbMath1451.65011arXiv1710.07747OpenAlexW2964030972MaRDI QIDQ2214525
Matthias Morzfeld, Youssef M. Marzouk, Xin Thomson Tong
Publication date: 9 December 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.07747
Markov chain Monte Carlo methodlocalizationBayesian inverse problemshigh dimensionsdimension-independent convergence
Random fields; image analysis (62M40) Monte Carlo methods (65C05) Computing methodologies for image processing (68U10) Numerical analysis or methods applied to Markov chains (65C40)
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