MCMC methods for functions: modifying old algorithms to make them faster

DOI10.1214/13-STS421zbMath1331.62132arXiv1202.0709OpenAlexW2152657433MaRDI QIDQ5965033

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Publication date: 2 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0709

zbMATH Keywords

algorithmsBayesian nonparametricsMCMCGaussian random fieldBayesian inverse problems

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Random fields (60G60) Density estimation (62G07) Nonparametric estimation (62G05) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• GMRFLib

Cites Work

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