Ensemble preconditioning for Markov chain Monte Carlo simulation.
Benedict J. LeimkuhlerCharles MatthewsJonathan WearePublished in: Stat. Comput. (2018)
Keyphrases
- monte carlo simulation
- markov chain
- monte carlo
- steady state
- finite state
- transition probabilities
- markov process
- monte carlo method
- random walk
- stationary distribution
- state space
- ensemble methods
- ensemble learning
- markov model
- stochastic process
- neural network
- additive model
- training set
- training data
- transition matrix
- feature selection
- learning algorithm