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math.NA2014
Normalizations of the Proposal Density in Markov Chain Monte Carlo Algorithms
Antoine E. Zambelli
We explore the effects of normalizing the proposal density in Markov Chain Monte Carlo algorithms in the context of reconstructing the conductivity term in the -dimensional…
math.NA2014★ 1 cited
A Multiple Prior Monte Carlo Method for the Backward Heat Diffusion Problem
Antoine Emil Zambelli
We consider the nonlinear inverse problem of reconstructing the heat conductivity of a cooling fin, modeled by a 2-dimensional steady-state equation with Robin boundary conditions.…