Multilevel Sequential Monte Carlo Samplers

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：hu549881262

【摘要】

：

　　The approximation of the posterior distribution associated to a Bayesian inverse problem is decomposed into a hierarchy consisting of a telescoping sum of i

【作者】

：

LawKody[1]TEMPONERAUL[2]

【机构】

：

ORNL

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　The approximation of the posterior distribution associated to a Bayesian inverse problem is decomposed into a hierarchy consisting of a telescoping sum of increments with decreasing variance and increasing cost,and then probed with a sequential Monte Carlo sampler.

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Multilevel Sequential Monte Carlo Samplers

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