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A transport-based multifidelity preconditioner for Markov chain Monte Carlo - MaRDI portal

A transport-based multifidelity preconditioner for Markov chain Monte Carlo

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Publication:6305917

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DOI10.1007/S10444-019-09711-YarXiv1808.09379WikidataQ127575726 ScholiaQ127575726MaRDI QIDQ6305917

Youssef M. Marzouk, Benjamin Peherstorfer

Publication date: 28 August 2018

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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