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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...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2015
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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 |