Efficiency of delayed-acceptance random walk metropolis algorithms
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Publication:2054541
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
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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