Dimension-independent likelihood-informed MCMC

Tiangang Cui, Kody J. H. Law, Youssef M. Marzouk. Dimension-independent likelihood-informed MCMC. J. Comput. Physics, 304:109-137, 2016. [doi]

@article{CuiLM16,
  title = {Dimension-independent likelihood-informed MCMC},
  author = {Tiangang Cui and Kody J. H. Law and Youssef M. Marzouk},
  year = {2016},
  doi = {10.1016/j.jcp.2015.10.008},
  url = {http://dx.doi.org/10.1016/j.jcp.2015.10.008},
  researchr = {https://researchr.org/publication/CuiLM16},
  cites = {0},
  citedby = {0},
  journal = {J. Comput. Physics},
  volume = {304},
  pages = {109-137},
}