Proposals which speed up function-space MCMC

DOI10.1016/j.cam.2013.07.026zbMath1301.65004arXiv1212.4767OpenAlexW2764984163MaRDI QIDQ2252357

Kody J. H. Law

Publication date: 17 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4767

zbMATH Keywords

Navier-Stokes equationBayesian nonparametricsMetropolis-HastingsBayesian inverse problemsfunction-space Markov chain Monte Carlo

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Monte Carlo methods (65C05)

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