ASYMPTOTICALLY INDEPENDENT MARKOV SAMPLING: A NEW MARKOV CHAIN MONTE CARLO SCHEME FOR BAYESIAN INFERENCE

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2012004713zbMath1497.62009OpenAlexW2120536720MaRDI QIDQ5045411

James L. Beck, Konstantin M. Zuev

Publication date: 4 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2012004713

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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