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stat.ME2025
Accelerating Bayesian Inference via Multi-Fidelity Transport Map Coupling
Sanjan C. Muchandimath, Joaquim R. R. A. Martins, Alex A. Gorodetsky
Mathematical models in computational physics contain uncertain parameters that impact prediction accuracy. In turbulence modeling, this challenge is especially significant: Reynold…
stat.AP2025
Synchronized step multilevel Markov chain Monte Carlo
Sanjan C. Muchandimath, Alex A. Gorodetsky
We propose SYNCE (synchronized step correlation enhancement), a new algorithm for coupling Markov chains within multilevel Markov chain Monte Carlo (ML-MCMC) estimators. We apply t…