Stephen Wu, Panagiotis Angelikopoulos, C. Papadimitriou, P. Koumoutsakos
2018.3.1ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B-Mechanical Engineering
tlooto Summary
The transitional Markov chain Monte Carlo (TMCMC) is one of the efficient algorithms for performing Markov chains Monte Carlo in the context of Bayesian uncertainty quantification in parallel.
Abstract
The transitional Markov chain Monte Carlo (TMCMC) is one of the efficient algorithms for performing Markov chain Monte Carlo (MCMC) in the context of Bayesian uncertainty quantification in parallel...
Citation format
WU, Stephen, et al. Bayesian annealed sequential importance sampling: An unbiased version of transitional markov chain monte carlo. ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems Part B-Mechanical Engineering, 2018, 4: 011008.