Pages that link to "Item:Q1790298"

The following pages link to On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods (Q1790298):

Displaying 41 items.

• Stability of noisy Metropolis-Hastings (Q341137) (← links)
• Bayesian model comparison with un-normalised likelihoods (Q518247) (← links)
• Piecewise deterministic Markov processes for continuous-time Monte Carlo (Q1630397) (← links)
• Modelling and computation using NCoRM mixtures for density regression (Q1631587) (← links)
• Unbiased Bayesian inference for population Markov jump processes via random truncations (Q1703815) (← links)
• Efficient Bayesian inference for COM-Poisson regression models (Q1703862) (← links)
• How principled and practical are penalised complexity priors? (Q1790382) (← links)
• Model comparison for Gibbs random fields using noisy reversible jump Markov chain Monte Carlo (Q1796953) (← links)
• A numerically stable algorithm for integrating Bayesian models using Markov melding (Q2128057) (← links)
• Optimal unbiased estimation for expected cumulative discounted cost (Q2184152) (← links)
• Exponential-family models of random graphs: inference in finite, super and infinite population scenarios (Q2225321) (← links)
• Bayesian model selection for high-dimensional Ising models, with applications to educational data (Q2242152) (← links)
• Scalable Bayesian inference for the inverse temperature of a hidden Potts model (Q2297228) (← links)
• Subsampling MCMC -- an introduction for the survey statistician (Q2316968) (← links)
• Prior specification of neighbourhood and interaction structure in binary Markov random fields (Q2361450) (← links)
• Approximate computations for binary Markov random fields and their use in Bayesian models (Q2361473) (← links)
• Exact Bayesian inference for the Bingham distribution (Q2631370) (← links)
• Speeding up MCMC by Delayed Acceptance and Data Subsampling (Q3391127) (← links)
• A Novel Approach for Markov Random Field With Intractable Normalizing Constant on Large Lattices (Q3391132) (← links)
• Noisy Hamiltonian Monte Carlo for Doubly Intractable Distributions (Q3391199) (← links)
• A Function Emulation Approach for Doubly Intractable Distributions (Q3391448) (← links)
• Stochastic modelling of urban structure (Q4557688) (← links)
• Bayesian Inference in the Presence of Intractable Normalizing Functions (Q4559715) (← links)
• Unbiased Estimators and Multilevel Monte Carlo (Q4969336) (← links)
• Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling (Q4995124) (← links)
• Bayesian indirect inference for models with intractable normalizing functions (Q5033952) (← links)
• (Q5053316) (← links)
• The Block-Poisson Estimator for Optimally Tuned Exact Subsampling MCMC (Q5066474) (← links)
• Bayesian Variational Inference for Exponential Random Graph Models (Q5066760) (← links)
• Bayesian Shrinkage for Functional Network Models, With Applications to Longitudinal Item Response Data (Q5084436) (← links)
• MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes (Q5084441) (← links)
• (Q5214185) (← links)
• Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation (Q5222326) (← links)
• Speeding Up MCMC by Efficient Data Subsampling (Q5231510) (← links)
• Tightening bounds for variational inference by revisiting perturbation theory (Q5854101) (← links)
• The Poisson transform for unnormalised statistical models (Q5963779) (← links)
• Bayesian computation: a summary of the current state, and samples backwards and forwards (Q5963784) (← links)
• Generalized Bayes approach to inverse problems with model misspecification (Q6050809) (← links)
• Distributed computation for marginal likelihood based model choice (Q6122039) (← links)
• A randomized multi-index sequential Monte Carlo method (Q6172156) (← links)
• Bayesian inference, model selection and likelihood estimation using fast rejection sampling: the Conway-Maxwell-Poisson distribution (Q6201432) (← links)