The computational cost of blocking for sampling discretely observed diffusions
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Publication:2684952
DOI10.1007/s11009-022-09949-yOpenAlexW3088699253MaRDI QIDQ2684952
Gareth O. Roberts, Marcin Mider, Paul A. Jenkins, Murray Pollock
Publication date: 17 February 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.10440
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05)
Uses Software
Cites Work
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