The use of a single pseudo-sample in approximate Bayesian computation (Q2361438): Difference between revisions

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+The pseudo-marginal approach for efficient Monte Carlo computations
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+Establishing some order amongst exact approximations of MCMCs
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+Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
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+BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
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+Small-world MCMC and convergence to multi-modal distributions: from slow mixing to fast mixing
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+CLTs and asymptotic variance of time-sampled Markov chains
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+Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
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+Conditional convex orders and measurable martingale couplings
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+Approximate Bayesian computational methods
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+On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
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+Variance bounding Markov chains
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+On the efficiency of pseudo-marginal random walk Metropolis algorithms
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+A note on Metropolis-Hastings kernels for general state spaces
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+Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
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