Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions (Q5269863)

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scientific article; zbMATH DE number 6736503
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Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions
scientific article; zbMATH DE number 6736503

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    Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions (English)
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    28 June 2017
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    uncertainty quantification
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    Metropolis-Hastings
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    independence sampling
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    Markov chain Monte Carlo
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    Bayesian inference
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