A Hybrid Adaptive MCMC Algorithm in Function Spaces

Zhou, QP; Hu, ZX; Yao, ZW; Li, JL

Li, JL (reprint author), Shanghai Jiao Tong Univ, Inst Nat Sci, Sch Math Sci, 800 Dongchuan Rd, Shanghai 200240, Peoples R China.; Li, JL (reprint author), Shanghai Jiao Tong Univ, MOE Key Lab Sci & Engn Comp, 800 Dongchuan Rd, Shanghai 200240, Peoples R

SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2017; 5 (1): 621

Abstract

The preconditioned Crank-Nicolson (pCN) method is a Markov Chain Monte Carlo (MCMC) scheme, specifically designed to perform Bayesian inferences in fu......

Full Text Link


Links

期刊讨论 | 中国SCI论文 | 期刊主页 | 投稿经验 | 杂志官网 | 投稿链接 | 作者需知 | PMC链接 | Pubmed全文检索