Stability of noisy Metropolis-Hastings

DOI10.1007/s11222-015-9604-3zbMath1505.62286arXiv1503.07066WikidataQ59474067 ScholiaQ59474067MaRDI QIDQ341137

Mohammad Hasan, M. Dambrine

Publication date: 16 November 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07066

zbMATH Keywords

Markov chain Monte Carlo; geometric ergodicity; intractable likelihoods; Monte Carlo within Metropolis; pseudo-marginal Monte Carlo

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62-08: Computational methods for problems pertaining to statistics

65C05: Monte Carlo methods

60J05: Discrete-time Markov processes on general state spaces