Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models.

Yalchin Efendiev Thomas Y. Hou Wuan Luo

Published in: SIAM J. Sci. Comput. (2006)

Keyphrases

monte carlo simulation
markov chain
monte carlo
steady state
transition probabilities
monte carlo method
transition matrix
state space
random walk
markov model
stationary distribution
image processing
objective function
denoising