The pseudo-marginal approach for efficient Monte Carlo computations

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DOI10.1214/07-aos574zbMath1185.60083arXiv0903.5480OpenAlexW2091860746MaRDI QIDQ122160

Christophe Andrieu, Gareth O. Roberts, Gareth O. Roberts, Christophe Andrieu

Publication date: 1 April 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.5480

zbMATH Keywords

convergence Markov chain Monte Carlo auxiliary variable marginal

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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