Rate-optimal refinement strategies for local approximation MCMC.

Andrew D. Davis Youssef M. Marzouk Aaron Smith Natesh S. Pillai

Published in: Stat. Comput. (2022)

Keyphrases

closed form
optimal solution
optimal strategy
dynamic programming
markov chain
monte carlo
neural network
optimal control
asymptotically optimal
exact computation
image segmentation
evolutionary algorithm
graphical models
particle filtering