Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis-Hastings

Madrigal-Cianci, Juan P. (Corresponding author); Nobile, Fabio; Tempone, Raul

Philadelphia, Pa : SIAM (2023)
Journal Article

In: SIAM ASA journal on uncertainty quantification
Volume: 11
Issue: 1
Page(s)/Article-Nr.: 91-138

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics for Uncertainty Quantification [118110]