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Optimal Scaling for the Pseudo-Marginal Random Walk Metropolis: Insensitivity to the Noise Generating Mechanism
Sherlock, ChrisVolume:
18
Language:
english
Journal:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-015-9471-6
Date:
September, 2016
File:
PDF, 386 KB
english, 2016