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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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書目詳細資料
發表在:Stoch Process Their Appl
Main Authors: Medina-Aguayo, Felipe, Rudolf, Daniel, Schweizer, Nikolaus
格式: Artigo
語言:Inglês
出版: Elsevier 2020
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在線閱讀:https://ncbi.nlm.nih.gov/pmc/articles/PMC7074005/
https://ncbi.nlm.nih.gov/pubmed/32255890
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spa.2019.06.015
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