Multi-fidelity No-U-Turn Sampling

DOI10.1007/978-3-031-59762-6_27MaRDI QIDQ7012099zbMATH OpenFDO

Authors K. Ravi, Tobias Neckel, Hans-Joachim Bungartz

Publication date 17 March 2025

Full work available at URL https://doi.org/10.1007/978-3-031-59762-6_27

zbMATH Keywords

Bayesian inferenceGaussian processMarkov chain Monte Carlomulti-fidelityNo-U-Turn Sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

• Advanced Lectures on Machine Learning
• Equation of state calculations by fast computing machines
• MCMC using Hamiltonian dynamics
• Multivariate output analysis for Markov chain Monte Carlo
• Nonlinear information fusion algorithms for data-efficient multi-fidelity modelling
• Optimal tuning of the hybrid Monte Carlo algorithm
• Predicting the output from a complex computer code when fast approximations are available
• Primal-dual subgradient methods for convex problems
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo

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