{"id":"https://openalex.org/W4318755987","doi":"https://doi.org/10.1137/22m1476770","title":"Multilevel Delayed Acceptance MCMC","display_name":"Multilevel Delayed Acceptance MCMC","publication_year":2023,"publication_date":"2023-01-23","ids":{"openalex":"https://openalex.org/W4318755987","doi":"https://doi.org/10.1137/22m1476770"},"language":"en","primary_location":{"id":"doi:10.1137/22m1476770","is_oa":true,"landing_page_url":"https://doi.org/10.1137/22m1476770","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://doi.org/10.1137/22m1476770","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013394346","display_name":"Mikkel B. Lykkegaard","orcid":"https://orcid.org/0000-0002-0932-9668"},"institutions":[{"id":"https://openalex.org/I23923803","display_name":"University of Exeter","ror":"https://ror.org/03yghzc09","country_code":"GB","type":"education","lineage":["https://openalex.org/I23923803"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"M. B. Lykkegaard","raw_affiliation_strings":["Centre for Water Systems and Institute for Data Science and AI University of Exeter, Exeter EX4 4QF, UK"],"raw_orcid":"https://orcid.org/0000-0002-0932-9668","affiliations":[{"raw_affiliation_string":"Centre for Water Systems and Institute for Data Science and AI University of Exeter, Exeter EX4 4QF, UK","institution_ids":["https://openalex.org/I23923803"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049218014","display_name":"Tim Dodwell","orcid":"https://orcid.org/0000-0003-0408-200X"},"institutions":[{"id":"https://openalex.org/I23923803","display_name":"University of Exeter","ror":"https://ror.org/03yghzc09","country_code":"GB","type":"education","lineage":["https://openalex.org/I23923803"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"T. J. Dodwell","raw_affiliation_strings":["Alan Turing Institute and Institute for Data Science and AI, University of Exeter, Exeter EX4 4QF, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Alan Turing Institute and Institute for Data Science and AI, University of Exeter, Exeter EX4 4QF, UK","institution_ids":["https://openalex.org/I23923803"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041490305","display_name":"Colin Fox","orcid":"https://orcid.org/0000-0002-9278-1777"},"institutions":[{"id":"https://openalex.org/I80281795","display_name":"University of Otago","ror":"https://ror.org/01jmxt844","country_code":"NZ","type":"education","lineage":["https://openalex.org/I80281795"]}],"countries":["NZ"],"is_corresponding":false,"raw_author_name":"C. Fox","raw_affiliation_strings":["Department of Physics, University of Otago, Dunedin 9016, New Zealand"],"raw_orcid":"https://orcid.org/0000-0002-9278-1777","affiliations":[{"raw_affiliation_string":"Department of Physics, University of Otago, Dunedin 9016, New Zealand","institution_ids":["https://openalex.org/I80281795"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5055307487","display_name":"Grigorios Mingas","orcid":"https://orcid.org/0000-0002-7880-2420"},"institutions":[{"id":"https://openalex.org/I125680101","display_name":"Turing Institute","ror":"https://ror.org/02x2mw849","country_code":"GB","type":"facility","lineage":["https://openalex.org/I125680101"]},{"id":"https://openalex.org/I4210128584","display_name":"The Alan Turing Institute","ror":"https://ror.org/035dkdb55","country_code":"GB","type":"facility","lineage":["https://openalex.org/I4210128584"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"G. Mingas","raw_affiliation_strings":["Alan Turing Institute, British Library, 96 Euston Road, London NW1 2DB, UK"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Alan Turing Institute, British Library, 96 Euston Road, London NW1 2DB, UK","institution_ids":["https://openalex.org/I125680101","https://openalex.org/I4210128584"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5050544926","display_name":"Robert Scheichl","orcid":"https://orcid.org/0000-0001-8493-4393"},"institutions":[{"id":"https://openalex.org/I223822909","display_name":"Heidelberg University","ror":"https://ror.org/038t36y30","country_code":"DE","type":"education","lineage":["https://openalex.org/I223822909"]},{"id":"https://openalex.org/I71030271","display_name":"Heidelberg Institute for Theoretical Studies","ror":"https://ror.org/01f7bcy98","country_code":"DE","type":"facility","lineage":["https://openalex.org/I71030271"]},{"id":"https://openalex.org/I85384741","display_name":"Heidelberg University","ror":"https://ror.org/04rcqnp59","country_code":"US","type":"education","lineage":["https://openalex.org/I85384741"]}],"countries":["DE","US"],"is_corresponding":false,"raw_author_name":"R. Scheichl","raw_affiliation_strings":["Institute for Applied Mathematics and Interdisciplinary Center for Scientific Computing, Heidelberg University, 69120 Heidelberg, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute for Applied Mathematics and Interdisciplinary Center for Scientific Computing, Heidelberg University, 69120 Heidelberg, Germany","institution_ids":["https://openalex.org/I223822909","https://openalex.org/I71030271","https://openalex.org/I85384741"]}]}],"institutions":[],"countries_distinct_count":4,"institutions_distinct_count":7,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":6.4182,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.97788957,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"11","issue":"1","first_page":"1","last_page":"30"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9944000244140625,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.8867033123970032},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5846524238586426},{"id":"https://openalex.org/keywords/bayesian-probability","display_name":"Bayesian probability","score":0.5806374549865723},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.5722599029541016},{"id":"https://openalex.org/keywords/hierarchy","display_name":"Hierarchy","score":0.5525771975517273},{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.4577568471431732},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.42440804839134216},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.41654467582702637},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.40113601088523865},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3968563675880432},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.34126752614974976},{"id":"https://openalex.org/keywords/theoretical-computer-science","display_name":"Theoretical computer science","score":0.336736261844635},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1732507348060608},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1417692005634308}],"concepts":[{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.8867033123970032},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5846524238586426},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5806374549865723},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5722599029541016},{"id":"https://openalex.org/C31170391","wikidata":"https://www.wikidata.org/wiki/Q188619","display_name":"Hierarchy","level":2,"score":0.5525771975517273},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.4577568471431732},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.42440804839134216},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.41654467582702637},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.40113601088523865},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3968563675880432},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.34126752614974976},{"id":"https://openalex.org/C80444323","wikidata":"https://www.wikidata.org/wiki/Q2878974","display_name":"Theoretical computer science","level":1,"score":0.336736261844635},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1732507348060608},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1417692005634308},{"id":"https://openalex.org/C34447519","wikidata":"https://www.wikidata.org/wiki/Q179522","display_name":"Market economy","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/22m1476770","is_oa":true,"landing_page_url":"https://doi.org/10.1137/22m1476770","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1137/22m1476770","is_oa":true,"landing_page_url":"https://doi.org/10.1137/22m1476770","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.5099999904632568,"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16"}],"awards":[{"id":"https://openalex.org/G2332624349","display_name":"EPtre for Doctoral Training in Water Informatics: Science and Engineering (WISE)SRC Cen","funder_award_id":"EP/L016214/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G257469957","display_name":null,"funder_award_id":"EP/S017038/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G5864152695","display_name":null,"funder_award_id":"2TAFFP\\100007","funder_id":"https://openalex.org/F4320313467","funder_display_name":"Alan Turing Institute"},{"id":"https://openalex.org/G8092139470","display_name":null,"funder_award_id":"EXC 2181/1-390900948","funder_id":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft"},{"id":"https://openalex.org/G8424497920","display_name":null,"funder_award_id":"UOOX2106","funder_id":"https://openalex.org/F4320322784","funder_display_name":"Ministry for Business Innovation and Employment"}],"funders":[{"id":"https://openalex.org/F4320313467","display_name":"Alan Turing Institute","ror":"https://ror.org/035dkdb55"},{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"},{"id":"https://openalex.org/F4320322784","display_name":"Ministry for Business Innovation and Employment","ror":"https://ror.org/02jtq1b51"},{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W164706946","https://openalex.org/W342302233","https://openalex.org/W1564223560","https://openalex.org/W1737070927","https://openalex.org/W1955320167","https://openalex.org/W1963049518","https://openalex.org/W1983452151","https://openalex.org/W1995780830","https://openalex.org/W2006582998","https://openalex.org/W2011161612","https://openalex.org/W2014945091","https://openalex.org/W2017880874","https://openalex.org/W2020999234","https://openalex.org/W2029164135","https://openalex.org/W2036766781","https://openalex.org/W2042770989","https://openalex.org/W2047978125","https://openalex.org/W2056760934","https://openalex.org/W2059448777","https://openalex.org/W2069739265","https://openalex.org/W2073412813","https://openalex.org/W2074686342","https://openalex.org/W2075954168","https://openalex.org/W2079884585","https://openalex.org/W2091225596","https://openalex.org/W2094168343","https://openalex.org/W2119179880","https://openalex.org/W2135459060","https://openalex.org/W2135973421","https://openalex.org/W2138309709","https://openalex.org/W2142623799","https://openalex.org/W2144661611","https://openalex.org/W2163715525","https://openalex.org/W2191512642","https://openalex.org/W2462335633","https://openalex.org/W2604628777","https://openalex.org/W2913391603","https://openalex.org/W2951193522","https://openalex.org/W2962743168","https://openalex.org/W2963960970","https://openalex.org/W3040439833","https://openalex.org/W3088909026","https://openalex.org/W3104291870","https://openalex.org/W3217247658","https://openalex.org/W4302079941"],"related_works":["https://openalex.org/W50969306","https://openalex.org/W2390585021","https://openalex.org/W412641959","https://openalex.org/W2044004505","https://openalex.org/W2779828239","https://openalex.org/W2341040961","https://openalex.org/W3154976382","https://openalex.org/W4292101436","https://openalex.org/W4287207389","https://openalex.org/W2951177262"],"abstract_inverted_index":{".We":[0],"develop":[1],"a":[2,12,75],"novel":[3,142],"Markov":[4],"chain":[5,152],"Monte":[6,153],"Carlo":[7],"(MCMC)":[8],"method":[9,30],"that":[10,90,110,136],"exploits":[11,111],"hierarchy":[13,76],"of":[14,16,36,50,55,77,79,85,130,140],"models":[15,78],"increasing":[17],"complexity":[18],"to":[19,73,122],"efficiently":[20],"generate":[21],"samples":[22],"from":[23],"an":[24,118],"unnormalized":[25],"target":[26,102],"distribution.":[27,103],"Broadly,":[28],"the":[29,32,51,91,101,112,138],"rewrites":[31],"multilevel":[33,105,120],"MCMC":[34,54],"approach":[35],"Dodwell":[37],"et":[38],"al.":[39],"[SIAM/ASA":[40],"J.":[41],"Un\u2010certain.":[42],"Quantif.,":[43],"3":[44],"(2015),":[45],"pp.":[46,65],"1075\u20131108]":[47],"in":[48,150],"terms":[49],"delayed":[52,69],"acceptance":[53,70],"Christen":[56],"and":[57,82,96,115,117,146],"Fox":[58],"[J.":[59],"Comput.":[60],"Graph.":[61],"Statist.,":[62],"14":[63],"(2005),":[64],"795\u2013810].":[66],"In":[67],"particular,":[68],"is":[71,98,108,125],"extended":[72],"use":[74],"arbitrary":[80,86],"depth":[81],"allow":[83],"subchains":[84],"length.":[87],"We":[88],"show":[89],"algorithm":[92],"satisfies":[93],"detailed":[94],"balance":[95],"hence":[97],"ergodic":[99],"for":[100],"Furthermore,":[104],"variance":[106],"reduction":[107],"derived":[109],"multiple":[113],"levels":[114],"subchains,":[116],"adaptive":[119],"correction":[121],"coarse-level":[123],"biases":[124],"developed.":[126],"Three":[127],"numerical":[128],"examples":[129,147],"Bayesian":[131],"inverse":[132,155],"problems":[133],"are":[134,148],"presented":[135],"demonstrate":[137],"advantages":[139],"these":[141],"methods.":[143],"The":[144],"software":[145],"available":[149],"PyMC3.KeywordsMarkov":[151],"CarloBayesian":[154],"problemsmultilevel":[156],"methodsmodel":[157],"hierarchiesdetailed":[158],"balancevariance":[159],"reductionadaptive":[160],"error":[161],"modelMSC":[162],"codes62F1562M0565C0565C40":[163]},"counts_by_year":[{"year":2026,"cited_by_count":6},{"year":2025,"cited_by_count":8},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}