Efficiency of delayed-acceptance random walk Metropolis algorithms

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Efficiency of delayed-acceptance random walk Metropolis algorithms

26 June 2015

Alexandre Hoang Thiery

Andrew Golightly

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Papers citing "Efficiency of delayed-acceptance random walk Metropolis algorithms"

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Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 165 14 0 03 Jan 2025
Accelerating inference for stochastic kinetic models Tom Lowe Andrew Golightly Chris Sherlock 86 5 0 06 Jun 2022
Optimal Scaling of MCMC Beyond Metropolis Sanket Agrawal Dootika Vats K. Łatuszyński Gareth O. Roberts 73 11 0 05 Apr 2021
Accelerating sequential Monte Carlo with surrogate likelihoods Joshua J. Bon Anthony Lee Christopher C. Drovandi 98 19 0 08 Sep 2020
Delayed acceptance ABC-SMC R. Everitt Paulina A. Rowińska 74 15 0 07 Aug 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 93 25 0 08 Sep 2016
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 109 55 0 03 Mar 2015