Parallel Local Approximation MCMC for Expensive Models
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Publication:4636376
DOI10.1137/16M1084080zbMath1398.65017arXiv1607.02788WikidataQ126112369 ScholiaQ126112369MaRDI QIDQ4636376
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Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.02788
Markov chain Monte Carloparallel computingapproximation theoryBayesian inferencelocal regressionMetropolis-adjusted Langevin algorithmsurrogate modeling
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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