Many multiscale approaches have appeared in the engineering literature, with a focus on the development of coarser representations of the phenomenon of interest in order to obtain fast computational algorithms. With this objective in mind, a particularly effective multiscale framework was developed by Allan S. Willsky and his coauthors in the 1990s (Basseville et al., 1992a,b; Luettgen et al., 1993; Chou et al., 1994a,b; Luettgen et al., 1994; Luettgen and Willsky, 1995a,b; Irving et al., 1997; Frakt and Willsky, 1998; Daoudi et al., 1999).
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Keywords
- Markov Chain Monte Carlo
- Latent Process
- Multiscale Model
- Resolution Level
- Markov Chain Monte Carlo Algorithm
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(2007). Gaussian Multiscale Models on Trees. In: Multiscale Modeling. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-0-387-70898-0_7
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