MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster
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چکیده
Markov Chain Monte Carlo methods on function spaces are useful, for example to solve inverse problems. Classical methods su er from poor performance on function space, which makes modi cations of them necessary. This essay provides an overview of certain dimension-independent methods. Discussed are applications, examples, theoretical underpinnings, and the mathematical properties behind these methods, furthermore the performance of them is analysed.
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