Aristoff, David; Bangerth, Wolfgang A Benchmark for the Bayesian inversion of coefficients in partial differential equations. (English) Zbl 07771545 SIAM Rev. 65, No. 4, 1074-1105 (2023). Reviewer: Weizhong Dai (Ruston) MSC: 65N21 65N20 62F15 65C40 65C05 65N30 65N50 35R30 35R25 74G75 PDFBibTeX XMLCite \textit{D. Aristoff} and \textit{W. Bangerth}, SIAM Rev. 65, No. 4, 1074--1105 (2023; Zbl 07771545) Full Text: DOI arXiv
Ancora, Daniele; Leuzzi, Luca Transmission matrix inference via pseudolikelihood decimation. (English) Zbl 1510.78055 J. Phys. A, Math. Theor. 55, No. 39, Article ID 395002, 34 p. (2022). MSC: 78A70 78A45 82D30 82B20 92C55 62P30 62F15 62C10 65K10 PDFBibTeX XMLCite \textit{D. Ancora} and \textit{L. Leuzzi}, J. Phys. A, Math. Theor. 55, No. 39, Article ID 395002, 34 p. (2022; Zbl 1510.78055) Full Text: DOI arXiv
Clempner, Julio B. A Markovian Stackelberg game approach for computing an optimal dynamic mechanism. (English) Zbl 1476.91030 Comput. Appl. Math. 40, No. 6, Paper No. 186, 25 p. (2021). MSC: 91A65 91A10 91A28 91A26 93E35 65C40 62C10 PDFBibTeX XMLCite \textit{J. B. Clempner}, Comput. Appl. Math. 40, No. 6, Paper No. 186, 25 p. (2021; Zbl 1476.91030) Full Text: DOI
Furlani, Luiz Gustavo C.; Laurini, Márcio P.; Portugal, Marcelo S. Data cloning: maximum likelihood estimation of DSGE models. (English) Zbl 1466.62456 Results Appl. Math. 7, Article ID 100121, 5 p. (2020). MSC: 62R07 62F12 62L20 65C05 91B51 PDFBibTeX XMLCite \textit{L. G. C. Furlani} et al., Results Appl. Math. 7, Article ID 100121, 5 p. (2020; Zbl 1466.62456) Full Text: DOI
Abdulle, Assyr; Garegnani, Giacomo; Zanoni, Andrea Ensemble Kalman filter for multiscale inverse problems. (English) Zbl 1453.65393 Multiscale Model. Simul. 18, No. 4, 1565-1594 (2020). MSC: 65N21 65N30 62F15 74Q05 PDFBibTeX XMLCite \textit{A. Abdulle} et al., Multiscale Model. Simul. 18, No. 4, 1565--1594 (2020; Zbl 1453.65393) Full Text: DOI arXiv
Herbst, Edward; Schorfheide, Frank Tempered particle filtering. (English) Zbl 1452.62069 J. Econom. 210, No. 1, 26-44 (2019). MSC: 62-08 62F15 62M20 65C05 91B51 PDFBibTeX XMLCite \textit{E. Herbst} and \textit{F. Schorfheide}, J. Econom. 210, No. 1, 26--44 (2019; Zbl 1452.62069) Full Text: DOI Link
Saeedi, Ardavan; Kulkarni, Tejas D.; Mansinghka, Vikash K.; Gershman, Samuel J. Variational particle approximations. (English) Zbl 1440.62320 J. Mach. Learn. Res. 18(2017-2018), Paper No. 69, 29 p. (2017). MSC: 62M05 62F15 62L10 65C05 82B44 PDFBibTeX XMLCite \textit{A. Saeedi} et al., J. Mach. Learn. Res. 18, Paper No. 69, 29 p. (2017; Zbl 1440.62320) Full Text: arXiv Link
Hatchi, Roméo Wardrop equilibria: long-term variant, degenerate anisotropic PDEs and numerical approximations. (English) Zbl 1380.65010 Bergounioux, Maïtine (ed.) et al., Topological optimization and optimal transport in the applied sciences. Berlin: De Gruyter (ISBN 978-3-11-043926-7/hbk; 978-3-11-043041-7/ebook). Radon Series on Computational and Applied Mathematics 17, 257-280 (2017). MSC: 65C05 62M20 93E11 62F15 86A22 PDFBibTeX XMLCite \textit{R. Hatchi}, Radon Ser. Comput. Appl. Math. 17, 257--280 (2017; Zbl 1380.65010) Full Text: DOI arXiv
Gubernatis, James; Kawashima, Naoki; Werner, Philipp Quantum Monte Carlo methods. Algorithms for lattice models. (English) Zbl 1366.81003 Cambridge: Cambridge University Press (ISBN 978-1-107-00642-3/hbk; 978-0-511-90258-1/ebook). xiii, 488 p. (2016). Reviewer: Andreas Wichert (Lisboa) MSC: 81-02 81-08 82-08 65C05 46N50 68Q12 65C40 68U20 62F15 82B20 PDFBibTeX XMLCite \textit{J. Gubernatis} et al., Quantum Monte Carlo methods. Algorithms for lattice models. Cambridge: Cambridge University Press (2016; Zbl 1366.81003) Full Text: DOI
Albert, Carlo; Künsch, Hans R.; Scheidegger, Andreas A simulated annealing approach to approximate Bayes computations. (English) Zbl 1331.65026 Stat. Comput. 25, No. 6, 1217-1232 (2015). MSC: 65C60 62F15 PDFBibTeX XMLCite \textit{C. Albert} et al., Stat. Comput. 25, No. 6, 1217--1232 (2015; Zbl 1331.65026) Full Text: DOI arXiv Link
Yan, Gang A Bayesian approach for impact load identification of stiffened composite panel. (English) Zbl 1329.74104 Inverse Probl. Sci. Eng. 22, No. 6, 940-965 (2014). MSC: 74G75 62F15 74A40 65C05 PDFBibTeX XMLCite \textit{G. Yan}, Inverse Probl. Sci. Eng. 22, No. 6, 940--965 (2014; Zbl 1329.74104) Full Text: DOI
Iglesias, Marco A.; Lin, Kui; Stuart, Andrew M. Well-posed Bayesian geometric inverse problems arising in subsurface flow. (English) Zbl 1304.35767 Inverse Probl. 30, No. 11, Article ID 114001, 39 p. (2014). MSC: 35R30 62C10 65C05 65N21 82B80 PDFBibTeX XMLCite \textit{M. A. Iglesias} et al., Inverse Probl. 30, No. 11, Article ID 114001, 39 p. (2014; Zbl 1304.35767) Full Text: DOI arXiv Link
Hamze, Firas; Wang, Ziyu; de Freitas, Nando Self-avoiding random dynamics on integer complex systems. (English) Zbl 1386.65018 ACM Trans. Model. Comput. Simul. 23, No. 1, Article No. 9, 25 p. (2013). MSC: 65C05 82B80 82B20 65Y20 PDFBibTeX XMLCite \textit{F. Hamze} et al., ACM Trans. Model. Comput. Simul. 23, No. 1, Article No. 9, 25 p. (2013; Zbl 1386.65018) Full Text: DOI arXiv
Kenz, Zackary R.; Banks, H. T.; Smith, Ralph C. Comparison of frequentist and Bayesian confidence analysis methods on a viscoelastic stenosis model. (English) Zbl 1282.65026 SIAM/ASA J. Uncertain. Quantif. 1, 348-369 (2013). MSC: 65C50 49N45 92C55 74G75 74D10 PDFBibTeX XMLCite \textit{Z. R. Kenz} et al., SIAM/ASA J. Uncertain. Quantif. 1, 348--369 (2013; Zbl 1282.65026) Full Text: DOI
Litvinenko, Alexander; Matthies, Hermann G. Inverse problems and uncertainty quantification. arXiv:1312.5048 Preprint, arXiv:1312.5048 [math.NA] (2013). MSC: 62F15 65N21 62P30 60H15 60H25 74G75 80A23 74C05 BibTeX Cite \textit{A. Litvinenko} and \textit{H. G. Matthies}, ``Inverse problems and uncertainty quantification'', Preprint, arXiv:1312.5048 [math.NA] (2013) Full Text: arXiv OA License
Estévez, Gloria; Infante, Saba; Sáez, Francisco Estimation of general equilibrium models in dynamic economies using Markov chain Monte Carlo methods. (Estimación de modelos de equilibrio general en economías dinámicas por métodos de Monte Carlo y cadenas de Markov.) (Spanish. English summary) Zbl 1288.91136 Rev. Mat. Teor. Apl. 19, No. 1, 7-36 (2012). MSC: 91B50 91-08 62P20 62F15 65C40 PDFBibTeX XMLCite \textit{G. Estévez} et al., Rev. Mat. Teor. Apl. 19, No. 1, 7--36 (2012; Zbl 1288.91136) Full Text: DOI
Longford, Nicholas T. Comparing normal random samples, with uncertainty about the priors and utilities. (English) Zbl 1253.62006 Scand. J. Stat. 39, No. 4, 729-742 (2012). MSC: 62C10 65C60 PDFBibTeX XMLCite \textit{N. T. Longford}, Scand. J. Stat. 39, No. 4, 729--742 (2012; Zbl 1253.62006) Full Text: DOI
Soize, C. A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension. (English) Zbl 1230.74241 Comput. Methods Appl. Mech. Eng. 200, No. 45-46, 3083-3099 (2011). MSC: 74S60 74G75 65C20 PDFBibTeX XMLCite \textit{C. Soize}, Comput. Methods Appl. Mech. Eng. 200, No. 45--46, 3083--3099 (2011; Zbl 1230.74241) Full Text: DOI Link
Zhang, Jian; Ye, Jian-shu; Zhou, Chu-wei Powell’s optimal identification of material constants of thin-walled box girders based on Fibonacci series search method. (English) Zbl 1209.82005 Appl. Math. Mech., Engl. Ed. 32, No. 1, 97-106 (2011). MSC: 82B10 65K05 93B30 62C10 PDFBibTeX XMLCite \textit{J. Zhang} et al., Appl. Math. Mech., Engl. Ed. 32, No. 1, 97--106 (2011; Zbl 1209.82005) Full Text: DOI
Chib, Siddhartha; Ramamurthy, Srikanth Tailored randomized block MCMC methods with application to DSGE models. (English) Zbl 1431.62603 J. Econom. 155, No. 1, 19-38 (2010). MSC: 62P20 62F15 62M10 65C40 91B51 PDFBibTeX XMLCite \textit{S. Chib} and \textit{S. Ramamurthy}, J. Econom. 155, No. 1, 19--38 (2010; Zbl 1431.62603) Full Text: DOI
Richey, Matthew The evolution of Markov chain Monte Carlo methods. (English) Zbl 1249.60166 Am. Math. Mon. 117, No. 5, 383-413 (2010). Reviewer: Thorsten Dickhaus (Berlin) MSC: 60J22 65C05 82B20 82D30 62P35 62P99 PDFBibTeX XMLCite \textit{M. Richey}, Am. Math. Mon. 117, No. 5, 383--413 (2010; Zbl 1249.60166) Full Text: DOI
Amisano, Gianni; Tristani, Oreste Euro area inflation persistence in an estimated nonlinear DSGE model. (English) Zbl 1231.91304 J. Econ. Dyn. Control 34, No. 10, 1837-1858 (2010). MSC: 91B51 62P20 65C05 PDFBibTeX XMLCite \textit{G. Amisano} and \textit{O. Tristani}, J. Econ. Dyn. Control 34, No. 10, 1837--1858 (2010; Zbl 1231.91304) Full Text: DOI Link
Arias-Castro, Ery; Candès, Emmanuel J.; Helgason, Hannes; Zeitouni, Ofer Searching for a trail of evidence in a maze. (English) Zbl 1143.62006 Ann. Stat. 36, No. 4, 1726-1757 (2008). MSC: 62C20 62G10 05C90 82B20 62G20 62M20 65C60 PDFBibTeX XMLCite \textit{E. Arias-Castro} et al., Ann. Stat. 36, No. 4, 1726--1757 (2008; Zbl 1143.62006) Full Text: DOI arXiv
Kou, S. C.; Zhou, Qing; Wong, Wing H. Rejoinder. (English) Zbl 1246.82053 Ann. Stat. 34, No. 4, 1646-1652 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{S. C. Kou} et al., Ann. Stat. 34, No. 4, 1646--1652 (2006; Zbl 1246.82053) Full Text: DOI arXiv Euclid
Wu, Ying Nian; Zhu, Song-Chun Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. (English) Zbl 1246.82056 Ann. Stat. 34, No. 4, 1642-1645 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{Y. N. Wu} and \textit{S.-C. Zhu}, Ann. Stat. 34, No. 4, 1642--1645 (2006; Zbl 1246.82056) Full Text: DOI arXiv Euclid
Minary, Peter; Levitt, Michael Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. (English) Zbl 1246.82055 Ann. Stat. 34, No. 4, 1636-1641 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{P. Minary} and \textit{M. Levitt}, Ann. Stat. 34, No. 4, 1636--1641 (2006; Zbl 1246.82055) Full Text: DOI arXiv Euclid
Chen, Ming-Hui; Kim, Sungduk Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. (English) Zbl 1246.82052 Ann. Stat. 34, No. 4, 1629-1635 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{M.-H. Chen} and \textit{S. Kim}, Ann. Stat. 34, No. 4, 1629--1635 (2006; Zbl 1246.82052) Full Text: DOI arXiv Euclid
Atchadé, Yves F.; Liu, Jun S. Discussion of “Equi-energy sampler” by Kou, Zhou and Wong. (English) Zbl 1246.82051 Ann. Stat. 34, No. 4, 1620-1628 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{Y. F. Atchadé} and \textit{J. S. Liu}, Ann. Stat. 34, No. 4, 1620--1628 (2006; Zbl 1246.82051) Full Text: DOI arXiv Euclid
Kou, S. C.; Zhou, Qing; Wong, Wing Hung Equi-energy sampler with applications in statistical inference and statistical mechanics. (English) Zbl 1246.82054 Ann. Stat. 34, No. 4, 1581-1619 (2006). MSC: 82B80 65C05 65C40 94A20 62F15 62D05 PDFBibTeX XMLCite \textit{S. C. Kou} et al., Ann. Stat. 34, No. 4, 1581--1619 (2006; Zbl 1246.82054) Full Text: DOI arXiv Euclid
Berbee, H. C. P.; Boender, C. G. E.; Rinnooy Kan, A. H. G.; Scheffer, C. L.; Smith, R. L.; Telgen, J. Hit-and-run algorithms for the identification of nonredundant linear inequalities. (English) Zbl 0624.90060 Math. Program. 37, 184-207 (1987). Reviewer: R.Lepp MSC: 90C05 90C33 65K05 PDFBibTeX XMLCite \textit{H. C. P. Berbee} et al., Math. Program. 37, 184--207 (1987; Zbl 0624.90060) Full Text: DOI
Armbruster, Walter Repeated games with unknown utility functions. (English) Zbl 0467.90092 Game theory and mathematical economics, Proc. Semin., Bonn/Hagen 1980, 15-26 (1981). MSC: 91A20 91A05 65H10 PDFBibTeX XML