Kernel methods for Monte Carlo
This thesis investigates the use of reproducing kernel Hilbert spaces (RKHS) in the context of Monte Carlo algorithms. The work proceeds in three main themes. Adaptive Monte Carlo proposals: We introduce and study two adaptive Markov chain Monte Carlo (MCMC) algorithms to sample from target distribu...
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University College London (University of London)
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.747199 |