Simulating Events of Unknown Probabilities via Reverse Time Martingales

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Simulating Events of Unknown Probabilities via Reverse Time Martingales

23 July 2009

Krzysztof Latuszynski

Ioannis Kosmidis

O. Papaspiliopoulos

Gareth O. Roberts

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Papers citing "Simulating Events of Unknown Probabilities via Reverse Time Martingales"

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Title
The computational cost of blocking for sampling discretely observed diffusions Marcin Mider Paul A. Jenkins M. Pollock Gareth O. Roberts 51 1 0 22 Sep 2020
From the Bernoulli Factory to a Dice Enterprise via Perfect Sampling of Markov Chains Giulio Morina Krzysztof Latuszynski P. Nayar Alex Wendland 61 9 0 19 Dec 2019
Bernoulli Race Particle Filters Sebastian M. Schmon Arnaud Doucet George Deligiannidis 63 6 0 03 Mar 2019
Barker's algorithm for Bayesian inference with intractable likelihoods F. Gonccalves K. Latuszyñski Gareth O. Roberts 129 10 0 22 Sep 2017
An asymptotically optimal Bernoulli factory for certain functions that can be expressed as power series L. Mendo 30 8 0 28 Dec 2016
Bayesian computation: a perspective on the current state, and sampling backwards and forwards P. Green K. Latuszyñski Marcelo Pereyra Christian P. Robert 131 21 0 04 Feb 2015
Perfect simulation using atomic regeneration with application to Sequential Monte Carlo Anthony Lee Arnaud Doucet K. Latuszyñski 127 15 0 22 Jul 2014
On nonnegative unbiased estimators Pierre E. Jacob Alexandre Hoang Thiery 177 67 0 25 Sep 2013
CLTs and asymptotic variance of time-sampled Markov chains K. Łatuszyński Gareth O. Roberts 98 23 0 10 Feb 2011
Exact sampling for intractable probability distributions via a Bernoulli factory James M. Flegal Radu Herbei 119 23 0 16 Dec 2010
A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms Randal Douc Christian P. Robert 168 43 0 14 Apr 2009