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Showing 1 to 1 of 1 for “"Cluster Sampling Filters"”.
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Advanced Sampling Methods for Solving Large-Scale Inverse Problems
… assimilation algorithms that work by directly sampling the posterior distribution. The sampling strategy is based on a Hybrid/Hamiltonian Monte Carlo (HMC) approach that can handle non-normal probability distributions. The first algorithm proposed in this work is the "HMC sampling filter", an …