Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems Using MCMC
نویسندگان
چکیده
منابع مشابه
Efficient Gaussian Sampling for Solving Large-Scale Inverse Problems using MCMC Methods
The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky factorization, induce an excessive numerical complexity and memory requirement, sequential coordinate sampling methods present a low rate of convergence. Based on the re...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2015
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2014.2367457