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Bibliographic Details
Main Authors: Seiffert, Lucas, Pereira, Felipe
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.00251
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author Seiffert, Lucas
Pereira, Felipe
author_facet Seiffert, Lucas
Pereira, Felipe
contents We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of those methods is given, including a review of each MCMC technique that they employ. Then, we propose a two-part framework to study and compare those methods. The first part identifies the new corresponding state space for the chain of random fields, and the second assesses convergence conditions on the instrumental and target distributions. Three Multiscale Sampling Methods are then analyzed using this new framework.
format Preprint
id arxiv_https___arxiv_org_abs_2503_00251
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Framework to Analyze Multiscale Sampling MCMC Methods
Seiffert, Lucas
Pereira, Felipe
Methodology
Computation
We consider the theoretical analysis of Multiscale Sampling Methods, which are a new class of gradient-free Markov chain Monte Carlo (MCMC) methods for high dimensional inverse differential equation problems. A detailed presentation of those methods is given, including a review of each MCMC technique that they employ. Then, we propose a two-part framework to study and compare those methods. The first part identifies the new corresponding state space for the chain of random fields, and the second assesses convergence conditions on the instrumental and target distributions. Three Multiscale Sampling Methods are then analyzed using this new framework.
title A Framework to Analyze Multiscale Sampling MCMC Methods
topic Methodology
Computation
url https://arxiv.org/abs/2503.00251