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Establishing some order amongst exact approximations of MCMCs

28 April 2014

Papers citing "Establishing some order amongst exact approximations of MCMCs"

23 / 23 papers shown

Title
Uphill Roads to Variational Tightness: Monotonicity and Monte Carlo Objectives Pierre-Alexandre Mattei J. Frellsen 51 4 0 26 Jan 2022
Dimension-independent Markov chain Monte Carlo on the sphere H. Lie Daniel Rudolf Björn Sprungk T. Sullivan 66 6 0 22 Dec 2021
Data-Free Likelihood-Informed Dimension Reduction of Bayesian Inverse Problems Tiangang Cui O. Zahm 57 25 0 26 Feb 2021
Product-form estimators: exploiting independence to scale up Monte Carlo Juan Kuntz F. R. Crucinio A. M. Johansen 103 11 0 23 Feb 2021
Metropolis-Hastings with Averaged Acceptance Ratios Christophe Andrieu Sinan Yildiri Arnaud Doucet Nicolas Chopin 72 6 0 29 Dec 2020
On the Theoretical Properties of the Exchange Algorithm Guanyang Wang 47 4 0 19 May 2020
Optimization-Based MCMC Methods for Nonlinear Hierarchical Statistical Inverse Problems Johnathan M. Bardsley Tiangang Cui 41 1 0 15 Feb 2020
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 73 28 0 14 Jun 2019
Large Sample Asymptotics of the Pseudo-Marginal Method Sebastian M. Schmon George Deligiannidis Arnaud Doucet M. Pitt 68 31 0 26 Jun 2018
Bootstrapped synthetic likelihood R. Everitt 221 14 0 15 Nov 2017
Particle Filters and Data Assimilation Paul Fearnhead H. Kunsch 83 82 0 13 Sep 2017
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance Jordan Franks M. Vihola 89 17 0 29 Jun 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 90 25 0 08 Sep 2016
Modelling and computation using NCoRM mixtures for density regression Jim Griffin Fabrizio Leisen 58 12 0 02 Aug 2016
Which ergodic averages have finite asymptotic variance? George Deligiannidis Anthony Lee 64 13 0 27 Jun 2016
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 99 21 0 03 Jun 2016
Sequential Bayesian inference for implicit hidden Markov models and current limitations Pierre E. Jacob 74 15 0 16 May 2015
Comparison of hit-and-run, slice sampling and random walk Metropolis Daniel Rudolf Mario Ullrich 73 13 0 04 May 2015
Stability of Noisy Metropolis-Hastings F. Medina-Aguayo Anthony Lee Gareth O. Roberts 127 41 0 24 Mar 2015
Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism Chris Sherlock OT 89 9 0 19 Aug 2014
The Use of a Single Pseudo-Sample in Approximate Bayesian Computation L. Bornn Natesh Pillai Aaron Smith D. Woodard 152 43 0 25 Apr 2014
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
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms Christophe Andrieu M. Vihola 110 127 0 04 Oct 2012