Perturbation bounds for Monte Carlo within Metropolis via restricted approximations

The Monte Carlo within Metropolis (MCwM) algorithm, interpreted as a perturbed Metropolis–Hastings (MH) algorithm, provides an approach for approximate sampling when the target distribution is intractable. Assuming the unperturbed Markov chain is geometrically ergodic, we show explicit estimates of...

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Detalles Bibliográficos
Autores principales: Medina-Aguayo, Felipe, Rudolf, Daniel, Schweizer, Nikolaus
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7074005/
https://www.ncbi.nlm.nih.gov/pubmed/32255890
http://dx.doi.org/10.1016/j.spa.2019.06.015

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7074005/
https://www.ncbi.nlm.nih.gov/pubmed/32255890
http://dx.doi.org/10.1016/j.spa.2019.06.015

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