Ensemble preconditioning for Markov chain Monte Carlo simulation

Leimkuhler, Benedict; Matthews, Charles; Weare, Jonathan

doi:10.1007/s11222-017-9730-1

Ensemble preconditioning for Markov chain Monte Carlo simulation

Journal Article · Mon Feb 27 00:00:00 EST 2017 · Statistics and Computing

DOI:https://doi.org/10.1007/s11222-017-9730-1· OSTI ID:1344938

Leimkuhler, Benedict; ; Weare, Jonathan

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Research Organization:: Univ. of Chicago, Chicago, IL (United States)

Sponsoring Organization:: USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR); USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)

Grant/Contract Number:: SC0014205

OSTI ID:: 1344938

Alternate ID(s):: OSTI ID: 1502101

Journal Information:: Statistics and Computing, Journal Name: Statistics and Computing Journal Issue: 2 Vol. 28; ISSN 0960-3174

Publisher:: Springer Science + Business MediaCopyright Statement

Country of Publication:: Germany

Language:: English

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