The Correlated Pseudo-Marginal Method (Q122164)
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scientific article; zbMATH DE number 7032838
- The Correlated Pseudomarginal Method
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Correlated Pseudo-Marginal Method |
scientific article; zbMATH DE number 7032838 |
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Statements
16 November 2015
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6 March 2019
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stat.CO
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The Correlated Pseudomarginal Method (English)
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asymptotic posterior normality
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correlated random numbers
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intractable likelihood
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Metropolis-Hastings algorithm
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particle filter
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random-effects model
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weak convergence
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