Deep Surrogate Accelerated Delayed-Acceptance Hamiltonian Monte Carlo for Bayesian Inference of Spatio-Temporal Heat Fluxes in Rotating Disc Systems.
Teo DeveneyEike Hermann MüllerTony ShardlowPublished in: SIAM/ASA J. Uncertain. Quantification (2023)
Keyphrases
- monte carlo
- bayesian inference
- spatio temporal
- particle filter
- markov chain
- markov chain monte carlo
- monte carlo simulation
- importance sampling
- adaptive sampling
- probabilistic model
- prior information
- monte carlo methods
- hyperparameters
- monte carlo tree search
- matrix inversion
- variance reduction
- particle filtering
- statistical inference
- machine learning
- hierarchical bayesian
- human motion
- prior knowledge
- point processes