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Accelerating Asymptotically Exact MCMC for Computationally Intensive Models via Local Approximations

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Figure

Figure 1: Schematic of an inference problem with a Gaussian prior and a posterior concentrated therein, with two experimental design approaches superimposed
Figure 2: Schematic of the behavior of local approximations as the algorithm proceeds on the example from Figure 1
Figure 3: The logarithm of the target density in the exponential-quartic example.
Figure 4: The accuracy and cost of sampling the exponential-quartic example using constant refine- refine-ment parameters.
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