Unbiased Markov chain Monte Carlo for intractable target distributions

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Unbiased Markov chain Monte Carlo for intractable target distributions

23 July 2018

Lawrence Middleton

George Deligiannidis

Pierre E. Jacob

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Papers citing "Unbiased Markov chain Monte Carlo for intractable target distributions"

18 / 18 papers shown

Title
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? Guanyang Wang Jose Blanchet Peter Glynn 88 1 0 01 Apr 2024
Unbiased time-average estimators for Markov chains N. Kahalé 64 3 0 20 Sep 2022
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 93 16 0 01 Aug 2022
Solving the Poisson equation using coupled Markov chains Randal Douc Pierre E. Jacob Anthony Lee Dootika Vats 108 10 0 12 Jun 2022
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC Guanyang Wang T. Wang 89 15 0 11 Apr 2022
The Coupled Rejection Sampler Adrien Corenflos Simo Särkkä 45 4 0 24 Jan 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 78 8 0 06 Dec 2021
Unbiased Optimal Stopping via the MUSE Zhengqing Zhou Guanyang Wang Jose H. Blanchet Peter Glynn 75 6 0 04 Jun 2021
Introducing prior information in Weighted Likelihood Bootstrap with applications to model misspecification E. Pompe 109 9 0 26 Mar 2021
Metropolis-Hastings transition kernel couplings J. O'Leary Guanyang Wang 79 6 0 31 Jan 2021
Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors N. Biswas A. Bhattacharya Pierre E. Jacob J. Johndrow 59 14 0 09 Dec 2020
Maximal couplings of the Metropolis-Hastings algorithm J. O'Leary Guanyang Wang Pierre E. Jacob 75 22 0 16 Oct 2020
Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains Francisco J. R. Ruiz Michalis K. Titsias taylan. cemgil Arnaud Doucet BDL DRL 65 14 0 05 Oct 2020
Computing Bayes: Bayesian Computation from 1763 to the 21st Century G. Martin David T. Frazier Christian P. Robert 95 17 0 14 Apr 2020
Optimal unbiased estimators via convex hulls N. Kahalé 89 3 0 06 Sep 2019
Estimating Convergence of Markov chains with L-Lag Couplings N. Biswas Pierre E. Jacob Paul Vanetti 58 49 0 23 May 2019
Unbiased Smoothing using Particle Independent Metropolis-Hastings Lawrence Middleton George Deligiannidis Arnaud Doucet Pierre E. Jacob 75 22 0 05 Feb 2019
Unbiased estimation of log normalizing constants with applications to Bayesian cross-validation M. Rischard Pierre E. Jacob Natesh Pillai 72 22 0 02 Oct 2018