Transport Map Accelerated Markov Chain Monte Carlo

DOI10.1137/17M1134640zbMath1394.65004arXiv1412.5492WikidataQ129828638 ScholiaQ129828638MaRDI QIDQ3176240

Matthew D. Parno, Youssef M. Marzouk

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5492

zbMATH Keywords

adaptive MCMCBayesian inferenceoptimal transportmeasure transformationKnothe-Rosenblatt rearrangement

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• SUNDIALS
• BayesDA
• muq
• NUTS

Cites Work

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