Transitional Markov Chain Monte Carlo: Observations and Improvements
Author:
Affiliation:
1. Engineering Risk Analysis Group, Technische Universität München, Theresienstr. 90, 80333 München, Germany (corresponding author).
2. Engineering Risk Analysis Group, Technische Universität München, Theresienstr. 90, 80333 München, Germany.
Publisher
American Society of Civil Engineers (ASCE)
Subject
Mechanical Engineering,Mechanics of Materials
Link
http://ascelibrary.org/doi/pdf/10.1061/%28ASCE%29EM.1943-7889.0001066
Reference25 articles.
1. A tutorial on adaptive MCMC
2. X-TMCMC: Adaptive kriging for Bayesian inverse modeling
3. Estimation of small failure probabilities in high dimensions by subset simulation
4. Model Selection Using Response Measurements: Bayesian Probabilistic Approach
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