On Russian Roulette Estimates for Bayesian Inference with
Doubly-Intractable Likelihoods

v1v2v3v4 (latest)

On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods

17 June 2013

Yves F. Atchadé

Heiko Strathmann

Daniel P. Simpson

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Papers citing "On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods"

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Title
Establishing some order amongst exact approximations of MCMCs Christophe Andrieu M. Vihola 63 60 0 28 Apr 2014
Pre-processing for approximate Bayesian computation in image analysis M. Moores Christopher C. Drovandi Kerrie Mengersen Christian P. Robert 93 40 0 18 Mar 2014
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 85 191 0 27 Sep 2013
On nonnegative unbiased estimators Pierre E. Jacob Alexandre Hoang Thiery 111 67 0 25 Sep 2013
Austerity in MCMC Land: Cutting the Metropolis-Hastings Budget Anoop Korattikara Yutian Chen Max Welling 73 244 0 19 Apr 2013
MCMC for doubly-intractable distributions Iain Murray Zoubin Ghahramani D. MacKay 93 418 0 27 Jun 2012
Coupled MCMC with a randomized acceptance probability Geoff K. Nicholls C. Fox Alexis Muir Watt 81 41 0 30 May 2012
Bayesian computation via empirical likelihood Kerrie Mengersen Pierre Pudlo Christian P. Robert 56 83 0 25 May 2012
Bayesian Parameter Estimation for Latent Markov Random Fields and Social Networks R. Everitt 67 100 0 14 Mar 2012
INLA or MCMC? A Tutorial and Comparative Evaluation for Spatial Prediction in log-Gaussian Cox Processes Benjamin M. Taylor P. Diggle 65 102 0 08 Feb 2012
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 224 866 0 05 Jan 2011
A general method for debiasing a Monte Carlo estimator D. McLeish 119 115 0 12 May 2010
Nonparametric Bayesian Density Modeling with Gaussian Processes Ryan P. Adams Iain Murray D. MacKay GP 60 11 0 24 Dec 2009
A vanilla Rao--Blackwellization of Metropolis--Hastings algorithms Randal Douc Christian P. Robert 97 43 0 14 Apr 2009
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 181 895 0 31 Mar 2009
Bayesian computation for statistical models with intractable normalizing constants Yves Atchadé N. Lartillot Christian P. Robert TPM 201 58 0 21 Apr 2008
Particle Filters for Partially Observed Diffusions Paul Fearnhead O. Papaspiliopoulos Gareth O. Roberts 242 165 0 23 Oct 2007