Research
UQSay Seminar #28: Optimal thinning of MCMC Output
… methods for posterior approximation. These include discrepancy minimisation, gradient flows and control functionals—all of which have the potential to deliver faster convergence than a Monte Carlo method. In this talk we will see how ideas from discrepancy minimisation can be applied to the …Published on: Tue 23/03/2021 - 00:05