A transport-based multifidelity preconditioner for Markov chain Monte Carlo.
Benjamin PeherstorferYoussef M. MarzoukPublished in: Adv. Comput. Math. (2019)
Keyphrases
- markov chain monte carlo
- markov chain
- generative model
- parameter estimation
- posterior distribution
- monte carlo
- posterior probability
- bayesian inference
- approximate inference
- particle filter
- markov chain monte carlo sampling
- simulated annealing
- data association
- bayesian networks
- maximum likelihood
- particle filtering
- appearance model
- gaussian process
- latent variables
- machine learning
- least squares
- genetic algorithm