Iterative importance sampling algorithms for parameter estimation

Article, Preprint English OPEN
Morzfeld, M; Day, MS; Grout, RW; Pau, GSH; Finsterle, SA; Bell, JB;
(2016)
  • Publisher: eScholarship, University of California
  • Subject: Statistics - Computation | Mathematics - Numerical Analysis

© 2018 Society for Industrial and Applied Mathematics. In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for th... View more
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