Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

DOI10.1137/15M1033320zbMath1370.62018OpenAlexW2963333102MaRDI QIDQ5269863

Dean S. Oliver

Publication date: 28 June 2017

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

Full work available at URL: https://doi.org/10.1137/15m1033320

zbMATH Keywords

Markov chain Monte CarloBayesian inferenceMetropolis-Hastingsuncertainty quantificationindependence sampling

Mathematics Subject Classification ID

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

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Uses Software

• NUTS

Cites Work

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