Barker's algorithm for Bayesian inference with intractable likelihoods

DOI10.1214/17-BJPS374zbMath1385.65013arXiv1709.07710MaRDI QIDQ1705544

Flávio B. Gonçalves, Krzysztof Łatuszyński, Gareth O. Roberts

Publication date: 16 March 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.07710

zbMATH Keywords

stochastic differential equationsBayesian inferenceMetropolis-HastingsWright-Fisher diffusionintractable likelihood2-coin algorithmBarker's algorithmBernoulli factory

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

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