Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
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Publication:3176244
DOI10.1137/17M1120993zbMath1395.82229arXiv1703.04866OpenAlexW2603909564MaRDI QIDQ3176244
Yan Zhou, Youssef M. Marzouk, Alexandros Beskos, Ajay Jasra, Kody J. H. Law
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/1703.04866
Bayesian inference (62F15) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
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