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Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems.
Arvind K. Saibaba
Johnathan M. Bardsley
D. Andrew Brown
Alen Alexanderian
Published in:
SIAM/ASA J. Uncertain. Quantification (2019)
Keyphrases
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computationally expensive
hierarchical bayesian
optimization methods
inverse problems
high quality
cross validation
closed form