Using parallel computation to improve independent Metropolis-Hastings based estimation

Journal of Computational and Graphical Statistics

Volumn 20, Issue 3, 2011, Pages 616-635

  Jacob, P ^a,c   Robert, C P ^a,c   Smith, M H ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b NATIONAL INSTITUTE OF WATER AND ATMOSPHERIC RESEARCH   (New Zealand)

^c CREST   (France)

Author keywords

Acceleration; MCMC algorithm; Parallelization; Permutation; Random generators; Rao blackwellization

Indexed keywords

EID: 80053364902     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2011.10167     Document Type: Article

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