Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling

20091,161 citationsJournal Article

Authors

Jasper A. Vrugt · Los Alamos National Laboratory

Cajo J. F. ter Braak

Abstract

Article Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling was published on March 1, 2009 in the journal International Journal of Nonlinear Sciences and Numerical Simulation (volume 10, issue 3).

Topics & Keywords

Markov Chains and Monte Carlo Methods Statistical Methods and Bayesian Inference Probabilistic and Robust Engineering Design

Publication Details

Published in: International Journal of Nonlinear Sciences and Numerical Simulation

Volume 10, Issue 3

DOI: 10.1515/ijnsns.2009.10.3.273

Field-Weighted Citation Impact: 35.30

Command Palette

Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling

Authors

Abstract

Topics & Keywords

Publication Details