Two Metropolis--Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions
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Publication:5237191
DOI10.1137/18M1183017WikidataQ127127993 ScholiaQ127127993MaRDI QIDQ5237191
Publication date: 17 October 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.07833
Parametric inference (62F99) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Inverse problems for PDEs (35R30) Probability theory on linear topological spaces (60B11)
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Uses Software
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