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Rate-optimal refinement strategies for local approximation MCMC

Rate-optimal refinement strategies for local approximation MCMC

29 May 2020
Andrew D. Davis
Youssef Marzouk
Aaron Smith
Natesh Pillai
ArXivPDFHTML

Papers citing "Rate-optimal refinement strategies for local approximation MCMC"

2 / 2 papers shown
Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC
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
74
13
0
03 Jan 2025
Context-aware surrogate modeling for balancing approximation and
  sampling costs in multi-fidelity importance sampling and Bayesian inverse
  problems
Context-aware surrogate modeling for balancing approximation and sampling costs in multi-fidelity importance sampling and Bayesian inverse problems
Terrence Alsup
Benjamin Peherstorfer
30
11
0
22 Oct 2020
1