Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

doi:10.1137/17m1120993

Title: Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

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Abstract

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Authors:: Beskos, Alexandros; Jasra, Ajay; Law, Kody; Marzouk, Youssef; Zhou, Yan

Publication Date:: 2018-01-01

Research Org.:: Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States)

Sponsoring Org.:: USDOE Office of Science (SC)

OSTI Identifier:: 1541726

DOE Contract Number:: SC0009297

Resource Type:: Journal Article

Journal Name:: SIAM/ASA Journal on Uncertainty Quantification

Additional Journal Information:: Journal Volume: 6; Journal Issue: 2; Journal ID: ISSN 2166-2525

Publisher:: SIAM

Country of Publication:: United States

Language:: English

Subject:: Mathematics; Physics

Citation Formats


                    Beskos, Alexandros, Jasra, Ajay, Law, Kody, Marzouk, Youssef, and Zhou, Yan. Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals.  United States: N. p., 2018. 
        Web.  doi:10.1137/17m1120993.

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                    Beskos, Alexandros, Jasra, Ajay, Law, Kody, Marzouk, Youssef, & Zhou, Yan. Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals.  United States.  doi:10.1137/17m1120993.

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                    Beskos, Alexandros, Jasra, Ajay, Law, Kody, Marzouk, Youssef, and Zhou, Yan. Mon .  
        "Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals".  United States.  doi:10.1137/17m1120993.

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@article{osti_1541726,

  title        = {Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals},

  author       = {Beskos, Alexandros and Jasra, Ajay and Law, Kody and Marzouk, Youssef and Zhou, Yan},

  abstractNote = {Not provided.},

  doi          = {10.1137/17m1120993},

  journal      = {SIAM/ASA Journal on Uncertainty Quantification},

  issn         = {2166-2525},

  number       = 2,

  volume       = 6,

  place        = {United States},

  year         = {2018},

  month        = {1}

}

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DOI: 10.1137/17m1120993

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