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stat.CO2020★ 1 cited
Multilevel Delayed Acceptance MCMC with an Adaptive Error Model in PyMC3
Mikkel B. Lykkegaard, Grigorios Mingas, Robert Scheichl +2
Uncertainty Quantification through Markov Chain Monte Carlo (MCMC) can be prohibitively expensive for target probability densities with expensive likelihood functions, for instance…
stat.CO2020
Randomized Reduced Forward Models for Efficient Metropolis--Hastings MCMC, with Application to Subsurface Fluid Flow and Capacitance Tomography
Colin Fox, Tiangang Cui, Markus Neumayer
Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practic…