Variance reduction for Metropolis-Hastings samplers
DOI10.1007/s11222-022-10183-2zbMath1499.62009arXiv2203.02268OpenAlexW4309938235MaRDI QIDQ2104009
Petros Dellaportas, Angelos Alexopoulos, Michalis K. Titsias
Publication date: 9 December 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.02268
stochastic volatilityMarkov chain Monte CarloPoisson equationlogistic regressionBayesian inferencecontrol variates
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)
Uses Software
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