On the efficiency of pseudo-marginal random walk Metropolis...

On the efficiency of pseudo-marginal random walk Metropolis algorithms

Sherlock, Chris, Thiery, Alexandre H., Roberts, Gareth O., Rosenthal, Jeffrey S.
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Volume:
43
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/14-AOS1278
Date:
February, 2015
File:
PDF, 899 KB
english, 2015
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