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On the efficiency of pseudo-marginal random walk Metropolis algorithms

27 September 2013

Chris Sherlock

Alexandre Hoang Thiery

Gareth O. Roberts

Jeffrey S. Rosenthal

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Papers citing "On the efficiency of pseudo-marginal random walk Metropolis algorithms"

43 / 93 papers shown

Title
Which ergodic averages have finite asymptotic variance? George Deligiannidis Anthony Lee 57 13 0 27 Jun 2016
A Dirichlet Form approach to MCMC Optimal Scaling Giacomo Zanella W. Kendall M. Bédard 62 9 0 05 Jun 2016
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 99 21 0 03 Jun 2016
The block-Poisson estimator for optimally tuned exact subsampling MCMC M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn Khue-Dung Dang 132 27 0 27 Mar 2016
Coupling stochastic EM and Approximate Bayesian Computation for parameter inference in state-space models Umberto Picchini Adeline M. M. Samson 55 17 0 15 Dec 2015
The iterated auxiliary particle filter Pieralberto Guarniero A. M. Johansen Anthony Lee OffRL 89 105 0 19 Nov 2015
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 86 37 0 17 Nov 2015
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 113 101 0 16 Nov 2015
Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models J. Dahlin Thomas B. Schon 97 25 0 05 Nov 2015
Unbiased Bayesian Inference for Population Markov Jump Processes via Random Truncations Anastasis Georgoulas J. Hillston G. Sanguinetti 75 39 0 28 Sep 2015
Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods Chris Sherlock Andrew Golightly D. Henderson 107 55 0 01 Sep 2015
Metropolized Randomized Maximum Likelihood for sampling from multimodal distributions D. Oliver 41 30 0 30 Jul 2015
Speeding Up MCMC by Delayed Acceptance and Data Subsampling M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn 139 43 0 22 Jul 2015
Scalable MCMC for Large Data Problems using Data Subsampling and the Difference Estimator M. Quiroz M. Villani Robert Kohn 55 9 0 10 Jul 2015
Efficiency of delayed-acceptance random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Andrew Golightly 75 16 0 26 Jun 2015
Three discussions of the paper "sequential quasi-Monte Carlo sampling", by M. Gerber and N. Chopin Mathieu Gerber Igor Prunster N. Chopin Robin J. Ryder 88 69 0 24 May 2015
Sequential Bayesian inference for implicit hidden Markov models and current limitations Pierre E. Jacob 74 15 0 16 May 2015
Stability of Noisy Metropolis-Hastings F. Medina-Aguayo Anthony Lee Gareth O. Roberts 127 41 0 24 Mar 2015
Sequential Monte Carlo Methods for System Identification Thomas B. Schon Fredrik Lindsten J. Dahlin Johan Waagberg C. A. Naesseth Andreas Svensson L. Dai 102 79 0 20 Mar 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 106 55 0 03 Mar 2015
The chopthin algorithm for resampling Axel Gandy Din-Houn Lau 103 8 0 26 Feb 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 155 9 0 12 Feb 2015
Bayesian computation: a perspective on the current state, and sampling backwards and forwards P. Green K. Latuszyñski Marcelo Pereyra Christian P. Robert 127 21 0 04 Feb 2015
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 109 434 0 30 Dec 2014
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 115 24 0 23 Dec 2014
Likelihood free inference for Markov processes: a comparison J. Owen D. Wilkinson Colin S. Gillespie 215 33 0 02 Oct 2014
Bayesian inference for Markov jump processes with informative observations Andrew Golightly D. Wilkinson 82 39 0 15 Sep 2014
Augmentation Schemes for Particle MCMC Paul Fearnhead Loukia Meligkotsidou 85 19 0 29 Aug 2014
Exploiting Multi-Core Architectures for Reduced-Variance Estimation with Intractable Likelihoods Nial Friel Antonietta Mira Chris J. Oates 95 26 0 20 Aug 2014
Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism Chris Sherlock OT 76 9 0 19 Aug 2014
Simulation of multivariate diffusion bridge M. Bladt Sam Finch Michael Sørensen 90 63 0 29 May 2014
Ergodicity of Approximate MCMC Chains with Applications to Large Data Sets Natesh S. Pillai Aaron Smith 96 59 0 01 May 2014
Establishing some order amongst exact approximations of MCMCs Christophe Andrieu M. Vihola 91 60 0 28 Apr 2014
The Use of a Single Pseudo-Sample in Approximate Bayesian Computation L. Bornn Natesh Pillai Aaron Smith D. Woodard 136 43 0 25 Apr 2014
Speeding Up MCMC by Efficient Data Subsampling M. Quiroz Robert Kohn M. Villani Minh-Ngoc Tran 139 176 0 16 Apr 2014
Scalable Inference for Markov Processes with Intractable Likelihoods J. Owen D. Wilkinson Colin S. Gillespie TPM 156 29 0 26 Mar 2014
Bayesian Inference for Hybrid Discrete-Continuous Stochastic Kinetic Models Chris Sherlock Andrew Golightly Colin S. Gillespie 121 23 0 26 Feb 2014
Particle Metropolis adjusted Langevin algorithms for state space models Christopher Nemeth Paul Fearnhead 116 19 0 04 Feb 2014
Delayed acceptance particle MCMC for exact inference in stochastic kinetic models Andrew Golightly D. Henderson Chris Sherlock 115 81 0 17 Jan 2014
A flexible Particle Markov chain Monte Carlo method Eduardo F. Mendes Chris Carter David Gunawan Robert Kohn 67 2 0 08 Jan 2014
Approximate Bayesian Computation for a Class of Time Series Models Ajay Jasra AI4TS 159 30 0 01 Jan 2014
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 150 47 0 04 Nov 2013
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods A. Lyne Mark Girolami Yves F. Atchadé Heiko Strathmann Daniel P. Simpson 179 135 0 17 Jun 2013