Randomized-Maximum-Likelihood Sampling
Published in Springer textbooks in earth sciences, geography and environment • Jan 1, 2022
NobleIDNI2P17W47R75S64
Authors:,,
Geir Evensen
Femke C. Vossepoel
Peter Jan van Leeuwen
Abstract
Abstract In the following, we derive some methods for sampling the posterior conditional pdf in Eq. ( 10.1007/978-3-030-96709-3_3 ). We aim to estimate the full pdf, not only finding its maximum. We will, in this chapter, use an approach named randomized maximum likelihood (RML) sampling.
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