Accelerated Dimension-Independent Adaptive Metropolis (Q2830629)

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Accelerated Dimension-Independent Adaptive Metropolis
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    Accelerated Dimension-Independent Adaptive Metropolis (English)
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    28 October 2016
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    Markov chain Monte Carlo
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    big data
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    Bayesian inference
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    adaptive Metropolis
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    Metropolis-Hastings
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    blas
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    GPU acceleration
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    high performance computing
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    numerical example
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    parallel computation
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    algorithm
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    convergence
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