FLARE MCMC: Fidelity-based Layer-Adaptive REcursive proposals for MCMC
FLARE MCMC:基于保真度的自适应分层递归马尔可夫链蒙特卡洛提案
机构 * University of California, Riverside(加利福尼亚大学河滨分校) ; University of Michigan(密歇根大学)
AI总结 FLARE MCMC是一种多保真度分层MCMC方法,通过利用低保真度似然提升混合效率,在水文学、宇宙学等领域相同计算时间下可获得更大有效样本量,性能更优。
Comments This is the author's accepted manuscript of an article published in SIAM Journal on Uncertainty Quantification. The final version is available at \url{ this https URL (https://doi.org/10.1137/25M1795194)