A Hybrid Adaptive MCMC Algorithm in Function Spaces
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Publication:4636400
DOI10.1137/16M1082950zbMath1398.65016arXiv1607.01458MaRDI QIDQ4636400
Jinglai Li, Zhewei Yao, Zixi Hu, Qing-Ping Zhou
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/1607.01458
Related Items (3)
Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification ⋮ Multilevel Delayed Acceptance MCMC ⋮ Ensemble sampler for infinite-dimensional inverse problems
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