Sequential Monte-Carlo algorithms for Bayesian model calibration – A review and method comparison✰
Matthias Speich, Carsten F. Dormann, Florian Härtig
Topics & Concepts
Markov chain Monte CarloComputer scienceParallelizable manifoldAlgorithmBenchmark (surveying)Bayesian probabilityBayesian inferenceMonte Carlo methodCalibrationHybrid Monte CarloParticle filterArtificial intelligenceMathematicsStatisticsGeodesyKalman filterGeographyGaussian Processes and Bayesian InferenceStatistical Methods and Bayesian InferenceMarkov Chains and Monte Carlo Methods