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I agree with all of this. QMC is more relevant to Monte Carlo, but MCMC is its own thing as far as I know. There is some work on combining the two, but it doe
by mturmon 8y ago
I agree with all of this. QMC is more relevant to Monte Carlo, but MCMC is its own thing as far as I know. There is some work on combining the two, but it doesn’t seem mature.
If you don’t mind: what’s the general application domain for your MCMC‘s? For me, it’s inference of (usually) spatial fields for various science data sets, like Earth or solar imagery or atmospheric composition.
- mlthoughts2018 8y agoFor me it’s posterior sampling to generate meaningful uncertainty metrics in very large scale causal inference for understanding location-based behavioral data, sometimes for ads, sometimes for other modeling problems like image quality, app engagement, etc.