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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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Argitaratua izan da:Stat Comput
Egile Nagusiak: Medina-Aguayo, F. J., Lee, A., Roberts, G. O.
Formatua: Artigo
Hizkuntza:Inglês
Argitaratua: Springer US 2015
Gaiak:
Sarrera elektronikoa:https://ncbi.nlm.nih.gov/pmc/articles/PMC6991990/
https://ncbi.nlm.nih.gov/pubmed/32055107
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s11222-015-9604-3
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