Unbiased Monte Carlo: posterior estimation for intractable/infinite-dimensional models

DOI10.3150/16-BEJ911zbMath1419.62048arXiv1411.7713MaRDI QIDQ1697031

Sebastian J. Vollmer, Gareth O. Roberts, Sergios Agapiou

Publication date: 15 February 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7713

zbMATH Keywords

unbiased estimationcouplingBayesian inverse problemsMarkov chain Monte Carlo in infinite dimensions

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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