Parallel Local Approximation MCMC for Expensive Models

DOI10.1137/16M1084080zbMath1398.65017arXiv1607.02788WikidataQ126112369 ScholiaQ126112369MaRDI QIDQ4636376

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Publication date: 19 April 2018

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

Full work available at URL: https://arxiv.org/abs/1607.02788

zbMATH Keywords

Markov chain Monte Carloparallel computingapproximation theoryBayesian inferencelocal regressionMetropolis-adjusted Langevin algorithmsurrogate modeling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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