Parallel local approximation MCMC for expensive models

Parallel local approximation MCMC for expensive models

10 July 2016

Patrick R. Conrad

Andrew D. Davis

Youssef Marzouk

Natesh Pillai

Papers citing "Parallel local approximation MCMC for expensive models"

6 / 6 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 140 13 0 03 Jan 2025
Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction Tiangang Cui Youssef M. Marzouk Karen E. Willcox 63 62 0 20 Oct 2015
Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations Patrick R. Conrad Youssef M. Marzouk Natesh S. Pillai Aaron Smith 84 116 0 07 Feb 2014
Adaptive construction of surrogates for the Bayesian solution of inverse problems Jinglai Li Youssef M. Marzouk 62 118 0 21 Sep 2013
A computational framework for infinite-dimensional Bayesian inverse problems: Part II. Stochastic Newton MCMC with application to ice sheet flow inverse problems N. Petra James Martin G. Stadler Omar Ghattas 68 231 0 28 Aug 2013
Uncertainty quantification and weak approximation of an elliptic inverse problem Masoumeh Dashti Andrew M. Stuart 62 102 0 01 Feb 2011