EnsembleQN

swMATH23336MaRDI QIDQ35109FDOQ35109

Author name not available (Why is that?)

Described by source

• Ensemble preconditioning for Markov chain Monte Carlo simulation

Cited In (13)

• Efficient derivative-free Bayesian inference for large-scale inverse problems
• Constructing sampling schemes via coupling: Markov semigroups and optimal transport
• Title not available (Why is that?)
• Constrained ensemble Langevin Monte Carlo
• Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
• Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions
• Iterated Kalman methodology for inverse problems
• Ensemble Markov chain Monte Carlo with teleporting walkers
• Affine invariant interacting Langevin dynamics for Bayesian inference
• Fokker-Planck particle systems for Bayesian inference: computational approaches
• Calibrate, emulate, sample
• Derivative-Free Bayesian Inversion Using Multiscale Dynamics
• Affine-invariant ensemble transform methods for logistic regression

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