Coupled MCMC with a randomized acceptance probability

30 May 2012

Papers citing "Coupled MCMC with a randomized acceptance probability"

8 / 8 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 68 13 0 03 Jan 2025
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 21 153 0 25 Jul 2021
Hamiltonian Monte Carlo with Energy Conserving Subsampling Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran M. Villani 27 62 0 02 Aug 2017
Auxiliary gradient-based sampling algorithms Michalis K. Titsias O. Papaspiliopoulos 22 40 0 30 Oct 2016
Quasi-stationary Monte Carlo and the ScaLE Algorithm M. Pollock Paul Fearnhead A. M. Johansen Gareth O. Roberts 28 18 0 12 Sep 2016
Bayesian model comparison with un-normalised likelihoods R. Everitt A. M. Johansen Ellen Rowing Melina Evdemon-Hogan 25 28 0 01 Apr 2015
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 43 190 0 27 Sep 2013
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods A. Lyne Mark Girolami Yves F. Atchadé Heiko Strathmann Daniel P. Simpson 48 135 0 17 Jun 2013