Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
From MaRDI portal
Publication:2631344
DOI10.1007/s11222-014-9521-xzbMath1342.60122arXiv1403.5496OpenAlexW1964607942MaRDI QIDQ2631344
Pierre Alquier, Richard G. Everitt, Nial Friel, Aidan Boland
Publication date: 29 July 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.5496
Directional data; spatial statistics (62H11) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Convergence of probability measures (60B10)
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