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Estimation of ECHAM5 climate model closure parameters with adaptive MCMC
ECHAM5 climate model closure parameters adaptive MCMC
2010/11/3
Climate models contain closure parameters to which the model climate is sensitive. These parameters appear in physical parameterization schemes where some unresolved variables are expressed by predefi...
On the efficiency of adaptive MCMC algorithms
MCMC process asymptotic properties MCMC algorithms
2009/3/30
We study a class of adaptive Markov Chain Monte Carlo (MCMC) processes which aim at behaving as an ``optimal'' target process via a learning procedure. We show, under appropriate conditions, that the ...