Accelerated Dimension-Independent Adaptive Metropolis
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Publication:2830629
DOI10.1137/15M1026432zbMath1352.65029arXiv1506.05741OpenAlexW3100328536MaRDI QIDQ2830629
Yuxin Chen, Hatem Ltaief, Kody J. H. Law, David E. Keyes
Publication date: 28 October 2016
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.05741
algorithmconvergencenumerical exampleMarkov chain Monte Carloparallel computationhigh performance computingBayesian inferenceMetropolis-Hastingsbig dataGPU accelerationadaptive Metropolisblas
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Related Items (7)
Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals ⋮ Certified dimension reduction in nonlinear Bayesian inverse problems ⋮ MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure ⋮ A Hybrid Adaptive MCMC Algorithm in Function Spaces ⋮ On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference ⋮ Ergodicity of Markov chain Monte Carlo with reversible proposal ⋮ Ensemble sampler for infinite-dimensional inverse problems
Uses Software
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