Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels

Statistics and Computing

Volumn 26, Issue 1-2, 2016, Pages 29-47

  Alquier, P ^a   Friel, N ^b   Everitt, R ^c   Boland, A ^b  

^a Ecole Nationale de la Statistique et de l'Administration Economique   (France)

^b UNIVERSITY COLLEGE DUBLIN   (Ireland)

^c UNIVERSITY OF READING   (United Kingdom)

Author keywords

Intractable likelihoods; Markov chain Monte Carlo; Pseudo marginal Monte Carlo

Indexed keywords

EID: 84953346435     PISSN: 09603174     EISSN: 15731375     Source Type: Journal    
DOI: 10.1007/s11222-014-9521-x     Document Type: Article

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