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Stability of Noisy Metropolis-Hastings

Stability of Noisy Metropolis-Hastings

Statistics and computing (Stat. Comput.), 2015
24 March 2015
F. Medina-Aguayo
Anthony Lee
Gareth O. Roberts
ArXiv (abs)PDFHTML

Papers citing "Stability of Noisy Metropolis-Hastings"

15 / 15 papers shown
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABCInternational Statistical Review (ISR), 2021
F. Llorente
Luca Martino
Jesse Read
D. Delgado
OffRL
646
19
0
03 Jan 2025
A Survey of Monte Carlo Methods for Parameter Estimation
A Survey of Monte Carlo Methods for Parameter EstimationEURASIP Journal on Advances in Signal Processing (EURASIP JASP), 2020
D. Luengo
Luca Martino
M. Bugallo
Victor Elvira
S. Särkkä
227
207
0
25 Jul 2021
Bayesian Computation with Intractable Likelihoods
Bayesian Computation with Intractable Likelihoods
M. Moores
A. Pettitt
Kerrie Mengersen
TPM
326
4
0
08 Apr 2020
Perturbation Bounds for Monte Carlo within Metropolis via Restricted
  Approximations
Perturbation Bounds for Monte Carlo within Metropolis via Restricted ApproximationsStochastic Processes and their Applications (SPA), 2018
F. Medina-Aguayo
Daniel Rudolf
Nikolaus Schweizer
254
25
0
25 Sep 2018
Accelerating delayed-acceptance Markov chain Monte Carlo algorithms
Accelerating delayed-acceptance Markov chain Monte Carlo algorithms
Samuel Wiqvist
Umberto Picchini
J. Forman
Kresten Lindorff-Larsen
Wouter Boomsma
246
8
0
15 Jun 2018
Efficient MCMC for Gibbs Random Fields using pre-computation
Efficient MCMC for Gibbs Random Fields using pre-computation
A. Boland
Nial Friel
Florian Maire
358
20
0
11 Oct 2017
On Nesting Monte Carlo Estimators
On Nesting Monte Carlo Estimators
Tom Rainforth
R. Cornish
Hongseok Yang
Andrew Warrington
Frank Wood
473
157
0
18 Sep 2017
Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large
  Datasets
Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets
Florian Maire
Nial Friel
Pierre Alquier
325
16
0
26 Jun 2017
An automatic adaptive method to combine summary statistics in
  approximate Bayesian computation
An automatic adaptive method to combine summary statistics in approximate Bayesian computation
Jonathan U. Harrison
R. Baker
424
19
0
07 Mar 2017
Markov Chain Monte Carlo with the Integrated Nested Laplace
  Approximation
Markov Chain Monte Carlo with the Integrated Nested Laplace ApproximationStatistics and computing (Stat. Comput.), 2017
V. Gómez‐Rubio
H. Rue
257
78
0
26 Jan 2017
On Coupling Particle Filter Trajectories
On Coupling Particle Filter TrajectoriesStatistics and computing (Stat. Comput.), 2016
Deborshee Sen
Alexandre Hoang Thiery
Ajay Jasra
422
22
0
03 Jun 2016
The iterated auxiliary particle filter
The iterated auxiliary particle filter
Pieralberto Guarniero
A. M. Johansen
Anthony Lee
OffRL
269
116
0
19 Nov 2015
Geometric ergodicity of the Random Walk Metropolis with
  position-dependent proposal covariance
Geometric ergodicity of the Random Walk Metropolis with position-dependent proposal covariance
Samuel Livingstone
460
15
0
21 Jul 2015
Perturbation theory for Markov chains via Wasserstein distance
Perturbation theory for Markov chains via Wasserstein distance
Daniel Rudolf
Nikolaus Schweizer
501
113
0
13 Mar 2015
Bayesian computation: a perspective on the current state, and sampling
  backwards and forwards
Bayesian computation: a perspective on the current state, and sampling backwards and forwards
P. Green
K. Latuszyñski
Marcelo Pereyra
Christian P. Robert
563
22
0
04 Feb 2015
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