Transport Map Accelerated Markov Chain Monte Carlo
From MaRDI portal
Publication:3176240
DOI10.1137/17M1134640zbMath1394.65004arXiv1412.5492MaRDI 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
adaptive MCMC; Bayesian inference; optimal transport; measure transformation; Knothe-Rosenblatt rearrangement
62F15: Bayesian inference
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
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Uses Software
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