Statistics and Computing · 2013 · 33 citations · 55 references
Parameter IdentificationNonlinear FilteringEngineeringPosterior InferenceUncertainty QuantificationAdaptive McmcGaussian ProcessMarkov Chain Monte CarloStochastic Differential EquationStatisticsStochastic Differential Equations
55
An Adaptive Metropolis Algorithm
Heikki Haario, Eero Saksman, Johanna Tamminen · Bernoulli · 2001 · 2.7K citations
Engineering, Monte Carlo Methods, Markov Chain Monte Carlo +16