Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models

Yalchin Efendiev, Thomas Y. Hou, W. Luo. Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models. SIAM J. Scientific Computing, 28(2):776-803, 2006. [doi]

Authors

Yalchin Efendiev

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Thomas Y. Hou

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W. Luo

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