Stability of noisy Metropolis-Hastings (Q341137)

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Stability of noisy Metropolis-Hastings
scientific article

    Statements

    title
    Stability of noisy Metropolis-Hastings (English)
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    author
    Mohammad Hasan
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    M. Dambrine
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    publication date
    16 November 2016
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    zbMATH Keywords
    Markov chain Monte Carlo
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    pseudo-marginal Monte Carlo
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    Monte Carlo within Metropolis
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    intractable likelihoods
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    geometric ergodicity
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    Identifiers

    Mathematics Subject Classification ID
    62-08
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    60J22
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    60J05
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    65C05
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    zbMATH DE Number
    6653296
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    Wikidata QID
    Q59474067
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    OpenAlex ID
    W2148980794
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    arXiv ID
    1503.07066
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