Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes

David J. Warne, Thomas P. Prescott, Ruth E. Baker, Matthew J. Simpson. Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes. J. Comput. Physics, 469:111543, 2022. [doi]

Abstract

Abstract is missing.