Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection (Q1988268)
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English | Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection |
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Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection (English)
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16 April 2020
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Markov chain Monte Carlo
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surrogate modeling
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Kriging
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delayed rejection
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adaptive Metropolis-Hastings
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AK-DRAM
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