Parallel Local Approximation MCMC for Expensive Models
Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of PDEs. In recent work [J. Amer. Statist. Assoc., 111 (2016), pp. 1591-1607] we described a framewor...
| প্রধান লেখক: | , , , , |
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| অন্যান্য লেখক: | |
| বিন্যাস: | প্রবন্ধ |
| প্রকাশিত: |
Society for Industrial & Applied Mathematics (SIAM)
2019
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| অনলাইন ব্যবহার করুন: | http://hdl.handle.net/1721.1/120851 https://orcid.org/0000-0002-6882-305X https://orcid.org/0000-0001-8242-3290 |