The Correlated Pseudo-Marginal Method

The Correlated Pseudo-Marginal Method

16 November 2015

George Deligiannidis

Papers citing "The Correlated Pseudo-Marginal Method"

18 / 18 papers shown

Title
Accelerating Bayesian inference for stochastic epidemic models using incidence data Andrew Golightly L. Wadkin Sam A. Whitaker A. Baggaley N. G. Parker T. Kypraios 20 6 0 27 Mar 2023
Auxiliary MCMC and particle Gibbs samplers for parallelisable inference in latent dynamical systems Adrien Corenflos Simo Särkkä 15 0 0 01 Mar 2023
Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion Mohamed Maama Ajay Jasra H. Ombao 11 1 0 01 Nov 2022
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 33 15 0 01 Aug 2022
Approximating Bayes in the 21st Century G. Martin David T. Frazier Christian P. Robert 39 26 0 20 Dec 2021
Metropolis-Hastings with Averaged Acceptance Ratios Christophe Andrieu Sinan Yildiri Arnaud Doucet Nicolas Chopin 23 6 0 29 Dec 2020
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes Andrew Golightly Chris Sherlock 39 3 0 11 Sep 2020
Bayesian inference using synthetic likelihood: asymptotics and adjustments David T. Frazier David J. Nott Christopher C. Drovandi Robert Kohn 23 40 0 13 Feb 2019
Large Sample Asymptotics of the Pseudo-Marginal Method Sebastian M. Schmon George Deligiannidis Arnaud Doucet M. Pitt 16 31 0 26 Jun 2018
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 22 140 0 08 Apr 2018
Hamiltonian Monte Carlo with Energy Conserving Subsampling Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran M. Villani 29 62 0 02 Aug 2017
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance Jordan Franks M. Vihola 31 17 0 29 Jun 2017
An automatic adaptive method to combine summary statistics in approximate Bayesian computation Jonathan U. Harrison R. Baker 38 17 0 07 Mar 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 21 25 0 08 Sep 2016
Pseudo-Marginal Hamiltonian Monte Carlo Johan Alenlöv Arnaud Doucet Fredrik Lindsten 36 22 0 08 Jul 2016
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 26 21 0 03 Jun 2016
Asymptotically exact inference in differentiable generative models Matthew M. Graham Amos J. Storkey BDL 21 33 0 25 May 2016
Coupled MCMC with a randomized acceptance probability Geoff K. Nicholls C. Fox Alexis Muir Watt 48 41 0 30 May 2012