stat.AP, stat.ME, stat.ML

MCMC with Adaptive Principal-Component Transformation: Rotation-Invariant Universal Samplers for Bayesian Structural System Identification

arXiv:2604.23381v1 Announce Type: cross
Abstract: Over decades, Markov chain Monte Carlo (MCMC) methods have been widely studied, with a typical application being the quantification of posterior uncertainties in Bayesian system identification of struc…