Stability of noisy Metropolis-Hastings (Q341137): Difference between revisions

@@ Property / author @@
+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
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+-08
@@ Property / Mathematics Subject Classification ID: 62-08 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J05
@@ Property / Mathematics Subject Classification ID: 60J05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 65C05 / rank @@
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@@ Property / zbMATH DE Number @@
+6653296
@@ Property / zbMATH DE Number: 6653296 / rank @@
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@@ Property / zbMATH Keywords @@
+Markov chain Monte Carlo
@@ Property / zbMATH Keywords: Markov chain Monte Carlo / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pseudo-marginal Monte Carlo
@@ Property / zbMATH Keywords: pseudo-marginal Monte Carlo / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Monte Carlo within Metropolis
@@ Property / zbMATH Keywords: Monte Carlo within Metropolis / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+intractable likelihoods
@@ Property / zbMATH Keywords: intractable likelihoods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+geometric ergodicity
@@ Property / zbMATH Keywords: geometric ergodicity / rank @@
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@@ Property / Wikidata QID: Q59474067 / rank @@
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+.07066
@@ Property / arXiv ID: 1503.07066 / rank @@
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@@ Property / cites work @@
+Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
+Normal rank
@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+Establishing some order amongst exact approximations of MCMCs
+Normal rank
@@ Property / cites work @@
+Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
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@@ Property / cites work @@
+Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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@@ Property / cites work @@
+Regular Perturbation of <i>V</i>-Geometrically Ergodic Markov Chains
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@@ Property / cites work @@
+A note on geometric ergodicity and floating-point roundoff error
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@@ Property / cites work @@
+On exponential ergodicity and spectral structure for birth-death processes. II
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@@ Property / cites work @@
+Q5753278
@@ Property / cites work: Q5753278 / rank @@
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@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
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@@ Property / cites work @@
+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
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@@ Property / cites work @@
+Estimating Macroeconomic Models: A Likelihood Approach
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+Batch means and spectral variance estimators in Markov chain Monte Carlo
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@@ Property / cites work @@
+On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
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@@ Property / cites work @@
+Yet Another Look at Harris’ Ergodic Theorem for Markov Chains
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+The Existence of the First Negative Moment Revisited
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@@ Property / cites work @@
+Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
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@@ Property / cites work @@
+Q4779128
@@ Property / cites work: Q4779128 / rank @@
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@@ Property / cites work @@
+Comparison of asymptotic variances of inhomogeneous Markov chains with application to Markov chain Monte Carlo methods
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@@ Property / cites work @@
+Simulation-based Bayesian inference for epidemic models
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@@ Property / cites work @@
+Rates of convergence of the Hastings and Metropolis algorithms
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@@ Property / cites work @@
+Computable bounds for geometric convergence rates of Markov chains
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@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
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@@ Property / cites work @@
+Sensitivity and convergence of uniformly ergodic Markov chains
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@@ Property / cites work @@
+Analyses of Infectious Disease Data from Household Outbreaks by Markov Chain Monte Carlo Methods
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@@ Property / cites work @@
+On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
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@@ Property / cites work @@
+Geometric ergodicity and hybrid Markov chains
@@ Property / cites work: Geometric ergodicity and hybrid Markov chains / rank @@
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@@ Property / cites work @@
+General state space Markov chains and MCMC algorithms
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@@ Property / cites work @@
+Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
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@@ Property / cites work @@
+Convergence Properties of Perturbed Markov Chains
@@ Property / cites work: Convergence Properties of Perturbed Markov Chains / rank @@
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@@ Property / cites work @@
+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
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@@ Property / cites work @@
+Perturbation theory for Markov chains via Wasserstein distance
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@@ Property / cites work @@
+A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
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@@ Property / cites work @@
+On the efficiency of pseudo-marginal random walk Metropolis algorithms
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@@ Property / cites work @@
+Q4943608
@@ Property / cites work: Q4943608 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:341137