A transport-based multifidelity preconditioner for Markov chain Monte Carlo

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Publication:2305532


DOI10.1007/s10444-019-09711-yMaRDI QIDQ2305532

Benjamin Peherstorfer, Youssef M. Marzouk

Publication date: 11 March 2020

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.09379


65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains


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