Local Derivative-Free Approximation of Computationally Expensive Posterior De…

Bayesian inference using Markov chain Monte Carlo (MCMC) is computationally prohibitive when the posterior density of interest, π, is computationally expensive to evaluate. We develop a derivative…

Efficient Interpolation of Computationally Expensive Posterior Densities With…

Markov chain Monte Carlo (MCMC) is nowadays a standard approach to numerical computation of integrals of the posterior density π of the parameter vector η. Unfortunately, Bayesian inference using…

Parallel stochastic global optimization using radial basis functions