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Variance bounding of delayed-acceptance kernels
v1v2v3v4 (latest)

Variance bounding of delayed-acceptance kernels

7 June 2017
Chris Sherlock
Anthony Lee
ArXiv (abs)PDFHTML

Papers citing "Variance bounding of delayed-acceptance kernels"

3 / 3 papers shown
Title
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 ABC
F. Llorente
Luca Martino
Jesse Read
D. Delgado
OffRL
165
14
0
03 Jan 2025
Importance sampling correction versus standard averages of reversible
  MCMCs in terms of the asymptotic variance
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
Efficiency of delayed-acceptance random walk Metropolis algorithms
Efficiency of delayed-acceptance random walk Metropolis algorithms
Chris Sherlock
Alexandre Hoang Thiery
Andrew Golightly
77
16
0
26 Jun 2015
1