affine-invariance

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madsjulia / AffineInvariantMCMC.jl

Affine Invariant Markov Chain Monte Carlo (MCMC) Ensemble sampler

julia markov-chain uncertainty high-performance-computing monte-carlo-simulation mcmc uncertainty-quantification uncertainty-estimation markov-chain-monte-carlo mads affine-invariance ensemble-sampler

Updated Nov 13, 2024
Julia

Adolphus8 / Affine-Invariant-Ensemble-Sampler-Tutorials

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A repository of tutorials demonstrating the implementation of the Affine Invariant Ensemble Sampler.

sampling bayesian-inference bayesian-statistics affine-invariance model-updating

Updated Apr 19, 2022
MATLAB

0x4249 / EnKSGD

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Julia code for running the numerical experiments in the paper "EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms" by Brian Irwin and Sebastian Reich.

parameter-estimation black-box-optimization inverse-problems affine-invariance ensemble-kalman-filter

Updated Apr 9, 2024
Julia

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