High performance uncertainty quantification with parallelized multilevel Markov chain Monte Carlo.
Linus SeelingerAnne ReinarzLeonhard RannabauerMichael BaderPeter BastianRobert ScheichlPublished in: SC (2021)
Keyphrases
- markov chain monte carlo
- markov chain
- posterior distribution
- parameter estimation
- generative model
- bayesian inference
- particle filter
- monte carlo
- markov chain monte carlo sampling
- approximate inference
- posterior probability
- probabilistic model
- simulated annealing
- conditional probabilities
- particle filtering
- state space
- energy function
- image segmentation
- object tracking
- latent variables
- multi sensor
- higher order
- pairwise