Transport Map Accelerated Markov Chain Monte Carlo.

Matthew D. Parno Youssef M. Marzouk

Published in: SIAM/ASA J. Uncertain. Quantification (2018)

Keyphrases

markov chain monte carlo
markov chain
posterior distribution
generative model
parameter estimation
maximum a posteriori
monte carlo
posterior probability
bayesian inference
particle filter
markov chain monte carlo sampling
simulated annealing
approximate inference
bayesian framework
hyperparameters