A Hybrid Adaptive MCMC Algorithm in Function Spaces-Reference-Cited by-同舟云学术

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A Hybrid Adaptive MCMC Algorithm in Function Spaces

Published:2017-01 Issue:1 Volume:5 Page:621-639
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Zhou Qingping,Hu Zixi,Yao Zhewei,Li Jinglai

Funder

National Natural Science Foundation of China

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

https://epubs.siam.org/doi/pdf/10.1137/16M1082950

Reference19 articles.

1. A tutorial on adaptive MCMC

2. Accelerated Dimension-Independent Adaptive Metropolis

3. MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster

4. Dimension-independent likelihood-informed MCMC

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1. Multilevel Delayed Acceptance MCMC;SIAM/ASA Journal on Uncertainty Quantification;2023-01-25

2. Ensemble sampler for infinite-dimensional inverse problems;Statistics and Computing;2021-03-15

3. Error Control of the Numerical Posterior with Bayes Factors in Bayesian Uncertainty Quantification;Bayesian Analysis;2021-01-01

4. A Review of Bayesian Posterior Distribution Based on MCMC Methods;Communications in Computer and Information Science;2021

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