Efficiency of delayed-acceptance random walk metropolis algorithms (Q2054541)

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Efficiency of delayed-acceptance random walk metropolis algorithms
scientific article

    Statements

    title
    Efficiency of delayed-acceptance random walk metropolis algorithms (English)
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    author
    Chris Sherlock
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    Alexandre H. Thiery
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    Andrew Golightly
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    publication date
    3 December 2021
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    zbMATH Keywords
    delayed-acceptance
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    diffusion limit
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    Markov chain Monte Carlo
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    pseudo-marginal MCMC
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    random-walk metropolis
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    Identifiers

    DOI
    10.1214/21-AOS2068
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    Mathematics Subject Classification ID
    60F05
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    65C05
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    65C40
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    zbMATH DE Number
    7438276
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