Preconditioned Crank-Nicolson Markov chain Monte Carlo coupled with parallel tempering with uncertain hyperparameter
Published: 11 May 2021| Version 1 | DOI: 10.17632/mtk879vsst.1
Contributors:
, , , , Description
We extend pCN-PT algorithm to Bayesian inversion with uncertain hyperparameters (e.g., nugget, range, sill, ...) of multi-Gaussian fields. Here is a demonstration code.
Files
Steps to reproduce
Run the file 'main_Benchmark.m'
Categories
Hydrology, Geostatistics, Inverse Hydrological Modeling