Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
DOI10.1137/21m1420927zbMath1518.35680arXiv2105.02035OpenAlexW3158171210MaRDI QIDQ6109156
Raúl Tempone, Juan P. Madrigal-Cianci, Fabio Nobile
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.02035
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Discrete-time Markov processes on general state spaces (60J05) Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
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