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Particle Metropolis adjusted Langevin algorithms for state space models

Christopher Nemeth
Paul Fearnhead
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Papers citing "Particle Metropolis adjusted Langevin algorithms for state space models"

3 / 3 papers shown
Title
On the efficiency of pseudo-marginal random walk Metropolis algorithms
On the efficiency of pseudo-marginal random walk Metropolis algorithms
Chris Sherlock
Alexandre Hoang Thiery
Gareth O. Roberts
Jeffrey S. Rosenthal
72
191
0
27 Sep 2013
Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost
Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost
Christopher Nemeth
Paul Fearnhead
Lyudmila Mihaylova
85
45
0
04 Jun 2013
The pseudo-marginal approach for efficient Monte Carlo computations
The pseudo-marginal approach for efficient Monte Carlo computations
Christophe Andrieu
Gareth O. Roberts
174
895
0
31 Mar 2009

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