Accelerating Markov Chain Monte Carlo with Active Subspaces (Q2818262)

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Accelerating Markov Chain Monte Carlo with Active Subspaces
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    Accelerating Markov Chain Monte Carlo with Active Subspaces (English)
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    7 September 2016
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    active subspaces
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    dimension reduction
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    numerical example
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    Markov chain Monte Carlo method
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    Bayesian inverse problems
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