On Unbiased Estimation for Discretized Models

DOI10.1137/21m1460788zbMath1514.65007arXiv2102.12230OpenAlexW3129284405MaRDI QIDQ6164172

Kody J. H. Law, Alexander Tarakanov, Jeremy Heng, Ajay Jasra

Publication date: 30 June 2023

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.12230

zbMATH Keywords

Markov chain Monte CarloBayesian inverse problemsrandomization methods

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Unbiased Estimation Using Underdamped Langevin Dynamics ⋮ A randomized multi-index sequential Monte Carlo method ⋮ Unbiased estimation using a class of diffusion processes

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