On the efficiency of pseudo-marginal random walk Metropolis algorithms

27 September 2013

Chris Sherlock

Alexandre Hoang Thiery

Gareth O. Roberts

Jeffrey S. Rosenthal

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Papers citing "On the efficiency of pseudo-marginal random walk Metropolis algorithms"

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Title
Efficient MCMC Sampling with Expensive-to-Compute and Irregular Likelihoods Conor Rosato Harvinder Lehal Simon Maskell L. Devlin Malcolm Strens 14 0 0 15 May 2025
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 58 13 0 03 Jan 2025
A hybrid tau-leap for simulating chemical kinetics with applications to parameter estimation Thomas Trigo Trindade K. Zygalakis 11 0 0 17 Jan 2024
Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC $^2$ Imke Botha Robert Kohn Leah F. South Christopher C. Drovandi 16 0 0 21 Jul 2023
Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes Andrew Golightly Chris Sherlock 34 3 0 11 Sep 2020
Bayesian inference using synthetic likelihood: asymptotics and adjustments David T. Frazier David J. Nott Christopher C. Drovandi Robert Kohn 21 40 0 13 Feb 2019
Large Sample Asymptotics of the Pseudo-Marginal Method Sebastian M. Schmon George Deligiannidis Arnaud Doucet M. Pitt 14 31 0 26 Jun 2018
Hamiltonian Monte Carlo with Energy Conserving Subsampling Khue-Dung Dang M. Quiroz Robert Kohn Minh-Ngoc Tran M. Villani 25 62 0 02 Aug 2017
Sequential Monte Carlo Methods in the nimble R Package Nick Michaud P. de Valpine Daniel Turek C. Paciorek D. Nguyen 26 6 0 17 Mar 2017
Importance sampling type estimators based on approximate marginal MCMC M. Vihola Jouni Helske Jordan Franks 16 25 0 08 Sep 2016
Bayesian inference for stochastic differential equation mixed effects models of a tumor xenography study Umberto Picchini J. Forman 34 23 0 09 Jul 2016
Pseudo-Marginal Hamiltonian Monte Carlo Johan Alenlöv Arnaud Doucet Fredrik Lindsten 16 22 0 08 Jul 2016
Which ergodic averages have finite asymptotic variance? George Deligiannidis Anthony Lee 14 12 0 27 Jun 2016
A Dirichlet Form approach to MCMC Optimal Scaling Giacomo Zanella W. Kendall M. Bédard 20 9 0 05 Jun 2016
On Coupling Particle Filter Trajectories Deborshee Sen Alexandre Hoang Thiery Ajay Jasra 21 21 0 03 Jun 2016
Unbiased Bayesian Inference for Population Markov Jump Processes via Random Truncations Anastasis Georgoulas J. Hillston G. Sanguinetti 12 39 0 28 Sep 2015
Metropolized Randomized Maximum Likelihood for sampling from multimodal distributions D. Oliver 13 30 0 30 Jul 2015
Stability of Noisy Metropolis-Hastings F. Medina-Aguayo Anthony Lee Gareth O. Roberts 54 41 0 24 Mar 2015
On Particle Methods for Parameter Estimation in State-Space Models N. Kantas Arnaud Doucet Sumeetpal S. Singh J. Maciejowski Nicolas Chopin 24 427 0 30 Dec 2014
Particle Metropolis-adjusted Langevin algorithms Christopher Nemeth Chris Sherlock Paul Fearnhead 28 24 0 23 Dec 2014
Bayesian inference for Markov jump processes with informative observations Andrew Golightly D. Wilkinson 31 39 0 15 Sep 2014
Scalable Inference for Markov Processes with Intractable Likelihoods J. Owen D. Wilkinson Colin S. Gillespie TPM 31 29 0 26 Mar 2014
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 47 46 0 04 Nov 2013
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods A. Lyne Mark Girolami Yves F. Atchadé Heiko Strathmann Daniel P. Simpson 46 135 0 17 Jun 2013
MCMC using Hamiltonian dynamics Radford M. Neal 170 3,260 0 09 Jun 2012
Coupled MCMC with a randomized acceptance probability Geoff K. Nicholls C. Fox Alexis Muir Watt 40 41 0 30 May 2012