Concepedia

Localization for MCMC: sampling high-dimensional posterior distributions with local structure

Matthias Morzfeld, Xin T. Tong, Youssef Marzouk

Journal of Computational Physics · 2019 · 33 citations · 52 references

DOI

Concepts

References

52

Hybrid Monte Carlo

S Duane, A.D. Kennedy, B.J. Pendleton et al. · Physics Letters B · 1987 · 3.9K citations

Ensemble samplers with affine invariance

Jonathan Goodman, Jonathan Weare · Communications in Applied Mathematics and Computational Science · 2010 · 3.1K citations · Full text

, , +15

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

Finn Lindgren, Håvard Rue, Johan Lindström · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2011 · 2.7K citations · Full text

, , +15

Construction of correlation functions in two and three dimensions

Gregory Gaspari, Stephen E. Cohn · Quarterly Journal of the Royal Meteorological Society · 1999 · 2K citations

, , +8

Inverse problems: A Bayesian perspective

Andrew M. Stuart · Acta Numerica · 2010 · 1.8K citations

, , +16