Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Date: 2015

Categories:

Reference

Doucet, A., Pitt, M.K., Deligiannidis, G. and John, R. (2015) ‘Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator’, Biometrika, 102(2), pp. 295–313.

Full text available at biomet.oxfordjournals.org

Authors

Prof. Arnaud Doucet

Dr. Georgios Deligiannidis

« Optimal stopping for processes with independent increments, and applications

Particle approximations of the score and observed information matrix in state space models with application to parameter estimation »

Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Reference

Authors

More