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Metropolis-Hastings transition kernel couplings
v1v2v3v4v5v6 (latest)

Metropolis-Hastings transition kernel couplings

31 January 2021
J. O'Leary
Guanyang Wang
ArXiv (abs)PDFHTML

Papers citing "Metropolis-Hastings transition kernel couplings"

3 / 3 papers shown
Title
Gradient Estimation via Differentiable Metropolis-Hastings
Gradient Estimation via Differentiable Metropolis-Hastings
Gaurav Arya
Moritz Schauer
Ruben Seyer
OTBDL
96
0
0
20 Jun 2024
When are Unbiased Monte Carlo Estimators More Preferable than Biased
  Ones?
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
Guanyang Wang
Jose Blanchet
Peter Glynn
88
1
0
01 Apr 2024
Unbiased Multilevel Monte Carlo methods for intractable distributions:
  MLMC meets MCMC
Unbiased Multilevel Monte Carlo methods for intractable distributions: MLMC meets MCMC
Guanyang Wang
T. Wang
89
15
0
11 Apr 2022
1