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math.NA2021★ 1 cited
Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
Juan Pablo Madrigal-Cianci, Fabio Nobile, Raul Tempone
In this work, we present, analyze, and implement a class of Multi-Level Markov chain Monte Carlo (ML-MCMC) algorithms based on independent Metropolis-Hastings proposals for Bayesia…
math.NA2020★ 12 cited
Generalized Parallel Tempering on Bayesian Inverse Problems
Jonas Latz, Juan P. Madrigal-Cianci, Fabio Nobile +1
In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found…