Multilevel Delayed Acceptance MCMC
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Publication:6164127
DOI10.1137/22m1476770zbMath1515.62045arXiv2202.03876OpenAlexW4318755987MaRDI QIDQ6164127
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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/2202.03876
Markov chain Monte Carlomultilevel methodsvariance reductionBayesian inverse problemsdetailed balanceadaptive error modelmodel hierarchies
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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