Preconditioning Markov chain Monte Carlo simulations using coarse-scale models

SIAM Journal on Scientific Computing

Volumn 28, Issue 2, 2006, Pages 776-803

  Efendiev, Y ^a   Hou, T ^b   Luo, W ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Markov chain Monte Carlo; Multiscale; Porous media; Preconditioning

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; FINITE VOLUME METHOD; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBLEM SOLVING;

COMPUTATIONAL COST; FINE-SCALE COMPUTATION; MARKOV CHAIN MONTE CARLO METHOD; PRECONDITIONING;

MARKOV PROCESSES;

EID: 33947240401     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/050628568     Document Type: Article

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