Publication: Approximations to the Stochastic Burgers Equation. A study of various finite difference approximations to the stochastic Burgers equation. … read more
By Jochen Voss, on
Today I completed another article, which will eventually appear in the conference proceedings for Heinrich v. Weizsäcker's birthday conference:
This is a (hopefully) very nice and readable summary of our project to use SPDEs to construct MCMC methods in infinite dimensional spaces.
This is an excerpt from Jochen's blog.
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