Transitional Markov Chain Monte Carlo Sampler in UQTk
- Sandia National Lab. (SNL-CA), Livermore, CA (United States)
Transitional Markov Chain Monte Carlo (TMCMC) is a variant of a class of Markov Chain Monte Carlo algorithms known as tempering-based methods. In this report, the implementation of TMCMC in the Uncertainty Quantification Toolkit is investigated through the sampling of high-dimensional distributions, multi-modal distributions, and nonlinear manifolds. Furthermore, the Bayesian model evidence estimates obtained from TMCMC are tested on problems with known analytical solutions and shown to provide consistent results.
- Research Organization:
- Sandia National Laboratories (SNL-CA), Livermore, CA (United States)
- Sponsoring Organization:
- USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
- DOE Contract Number:
- AC04-94AL85000; NA0003525
- OSTI ID:
- 1606084
- Report Number(s):
- SAND--2020-3166; 684902
- Country of Publication:
- United States
- Language:
- English
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