Multigrid Monte Carlo Revisited: Theory and Bayesian Inference

Gaussian random fields play an important role in many areas of science and engineering. In practice, they are often simulated by sampling from a high-dimensional multivariate normal distribution, which arises from the discretisation of a suitable precision operator. Existing methods such as Cholesky...

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Veröffentlicht in:	arXiv.org 2024-08
Hauptverfasser:	Kazashi, Yoshihito, Müller, Eike H, Scheichl, Robert
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Bayesian analysis Computational efficiency Cost analysis Fields (mathematics) Monte Carlo simulation Multigrid methods Multivariate analysis Normal distribution Samplers Sampling Statistical analysis Statistical inference
Online-Zugang:	Volltext
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