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stat.ME2025
A Framework to Analyze Multiscale Sampling MCMC Methods
Lucas Seiffert, Felipe Pereira
We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse dif…
stat.ME2024
Estimating the Effective Sample Size for an inverse problem in subsurface flows
Lucas Seiffert, Felipe Pereira
The Effective Sample Size (ESS) and Integrated Autocorrelation Time (IACT) are two popular criteria for comparing Markov Chain Monte Carlo (MCMC) algorithms and detecting their con…