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The Correlated Pseudo-Marginal Method - MaRDI portal

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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
  • The Correlated Pseudomarginal Method

Statements

publication date
16 November 2015
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6 March 2019
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arXiv classification
stat.CO
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author
George Deligiannidis
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Arnaud Doucet
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Michael K. Pitt
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George Deligiannidis
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Arnaud Doucet
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Michael K. Pitt
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title
The Correlated Pseudomarginal Method (English)
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zbMATH Keywords
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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Identifiers

arXiv ID
1511.04992
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Mathematics Subject Classification ID
62F15
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65C05
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60F05
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zbMATH DE Number
7032838
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OpenAlex ID
W2962690136
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Wikidata QID
Q129449258
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