Convergence properties of pseudo-marginal markov chain monte carlo algorithms

Annals of Applied Probability

Volumn 25, Issue 2, 2015, Pages 1030-1077

  Andrieu, Christophe ^a   Vihola, Matti ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Asymptotic variance; Geometric ergodicity; Markov chain Monte Carlo; Polynomial ergodicity; Pseudo marginal algorithm

Indexed keywords

EID: 84923502443     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/14-AAP1022     Document Type: Article

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