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Implementation of the **Multigrid Monte Carlo (MGMC)** algorithm, a computational technique for sampling from complex probability distributions that arise in high‑dimensional spatial statistics. The code provides a C++ implementation of MGMC alongside alternative classical sampling strategies, supporting experimentation with efficient posterior inference in large scale spatial statistics.
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Implementation of the **Multigrid Monte Carlo (MGMC)** algorithm by Goodman and Sokal, a computational technique for sampling from complex probability distributions that arise in high‑dimensional spatial statistics. The code provides a C++ implementation of MGMC alongside alternative classical sampling strategies, supporting experimentation with efficient posterior inference in large scale spatial statistics.
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## Goals
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Many classical samplers (Gibbs, Cholesky) for high-dimensional probability distributions suffer from serious drawbacks:
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