The Correlated Pseudo-Marginal Method

DOI10.48550/arXiv.1511.04992zbMath1407.62074arXiv1511.04992OpenAlexW2962690136WikidataQ129449258 ScholiaQ129449258MaRDI QIDQ122164

George Deligiannidis, Michael K. Pitt, Arnaud Doucet, Michael K. Pitt, George Deligiannidis, Arnaud Doucet

Publication date: 16 November 2015

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.04992

zbMATH Keywords

weak convergenceMetropolis-Hastings algorithmparticle filterintractable likelihoodrandom-effects modelasymptotic posterior normalitycorrelated random numbers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Bayesian inference (62F15) Monte Carlo methods (65C05)

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