Scalable Monte Carlo inference and rescaled local asymptotic normality

DOI10.3150/20-BEJ1321zbMath1504.62041arXiv2007.00723OpenAlexW3194353654MaRDI QIDQ1983623

Ya'acov Ritov, Ning Ning, Edward L. Ionides

Publication date: 10 September 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00723

zbMATH Keywords

Monte Carlo methodslocal asymptotic normalityscalabilitybig data

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05) Statistical aspects of big data and data science (62R07)

Related Items (2)

Bagged Filters for Partially Observed Interacting Systems ⋮ Scalable Monte Carlo inference and rescaled local asymptotic normality

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