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Stability of noisy Metropolis–Hastings

Pseudo-marginal Markov chain Monte Carlo methods for sampling from intractable distributions have gained recent interest and have been theoretically studied in considerable depth. Their main appeal is that they are exact, in the sense that they target marginally the correct invariant distribution. H...

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Detalles Bibliográficos
Autores principales: Medina-Aguayo, F. J., Lee, A., Roberts, G. O.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2015
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6991990/
https://www.ncbi.nlm.nih.gov/pubmed/32055107
http://dx.doi.org/10.1007/s11222-015-9604-3