Dimension-independent MCMC sampling for inverse problems with Non-Gaussian Priors

Date: 2015

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Vollmer, S.J. (2015) ‘Dimension-independent MCMC sampling for inverse problems with Non-Gaussian Priors’, SIAM/ASA Journal on Uncertainty Quantification, 3(1), pp. 535–561. doi: 10.1137/130929904.

Full text available at epubs.siam.org

Author

Dr. Sebastian Vollmer

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Dimension-independent MCMC sampling for inverse problems with Non-Gaussian Priors

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