UQSay Seminar #28: Optimal thinning of MCMC Output
… (UQ) and related topics, organized by L2S, MSSMAT, LMT and EDF R&D. Recherche 04/22/2021 04/22/2021 … is a recent trend in computational statistics to move away from sampling methods and towards optimisation methods … These include discrepancy minimisation, gradient flows and control functionals—all of which have the potential to …
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