Browsing GI-M2NICA - Artigos by Subject "Exact sampling"
Now showing items 1-1 of 1
-
The stochastic collocation Monte Carlo sampler: highly efficient sampling from ‘expensive’ distributions
(Taylor and Francis Group & Routledge, 2019)[Abstract]: In this article, we propose an efficient approach for inverting computationally expensive cumulative distribution functions. A collocation method, called the Stochastic Collocation Monte Carlo sampler (SCMC ...