Search Results for author: Grigorios Mingas

Found 2 papers, 0 papers with code

Multilevel Delayed Acceptance MCMC with an Adaptive Error Model in PyMC3

no code implementations10 Dec 2020 Mikkel B. Lykkegaard, Grigorios Mingas, Robert Scheichl, Colin Fox, Tim J. Dodwell

Uncertainty Quantification through Markov Chain Monte Carlo (MCMC) can be prohibitively expensive for target probability densities with expensive likelihood functions, for instance when the evaluation it involves solving a Partial Differential Equation (PDE), as is the case in a wide range of engineering applications.

Probabilistic Programming Computation

Cannot find the paper you are looking for? You can Submit a new open access paper.