Optimal scaling for the pseudo-marginal random walk Metropolis: insensitivity to the noise generating mechanism (Q340131): 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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+A lognormal central limit theorem for particle approximations of normalizing constants
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+The use of a single pseudo-sample in approximate Bayesian computation
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+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
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+Bayesian inference for hybrid discrete-continuous stochastic kinetic models
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+On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+On the efficiency of pseudo-marginal random walk Metropolis algorithms
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