The pseudo-marginal approach for efficient Monte Carlo computations

Annals of Statistics

Volumn 37, Issue 2, 2009, Pages 697-725

  Andrieu, Christophe ^a   Roberts, Gareth O ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Auxiliary variable; Convergence; Marginal; Markov chain Monte Carlo

Indexed keywords

EID: 60149103563     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS574     Document Type: Article

References (11)

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