Efficiency of delayed-acceptance random walk metropolis algorithms

DOI10.1214/21-AOS2068zbMath1478.60093arXiv1506.08155OpenAlexW3138317370MaRDI QIDQ2054541

Chris Sherlock, Andrew Golightly, Alexandre H. Thiery

Publication date: 3 December 2021

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.08155

zbMATH Keywords

Markov chain Monte Carlodiffusion limitrandom-walk metropolispseudo-marginal MCMCdelayed-acceptance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (5)

Variance bounding of delayed-acceptance kernels ⋮ Efficient sequential Monte Carlo algorithms for integrated population models ⋮ Accelerating inference for stochastic kinetic models ⋮ Optimal scaling of MCMC beyond Metropolis ⋮ Accelerating sequential Monte Carlo with surrogate likelihoods

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