8 citations · 9 across the 3 of their papers we have counts for
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stat.CO2019
MALA-within-Gibbs samplers for high-dimensional distributions with sparse conditional structure
X. T. Tong, M. Morzfeld, Y. M. Marzouk
Markov chain Monte Carlo (MCMC) samplers are numerical methods for drawing samples from a given target probability distribution. We discuss one particular MCMC sampler, the MALA-wi…
stat.CO2015★ 1 cited
Sampling, feasibility, and priors in Bayesian estimation
Alexandre J. Chorin, Fei Lu, Robert N. Miller +2
Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it pos…