Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151943 | Statistics & Probability Letters | 2014 | 7 Pages |
Abstract
We combine two important recent advancements of MCMC algorithms: first, methods utilizing the intrinsic manifold structure of the parameter space; then, algorithms effective for targets in infinite-dimensions with the critical property that their mixing time is robust to mesh refinement.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Alexandros Beskos,