Accelerating pseudo-marginal Metropolis-Hastings by correlating
auxiliary variables

Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

17 November 2015

Fredrik Lindsten

Thomas B. Schon

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Papers citing "Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables"

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Title
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods J. Dahlin M. Villani Thomas B. Schon 41 6 0 23 Jun 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 126 9 0 12 Feb 2015
Augmentation Schemes for Particle MCMC Paul Fearnhead Loukia Meligkotsidou 63 19 0 29 Aug 2014
Approximate Bayesian Computation for a Class of Time Series Models Ajay Jasra AI4TS 145 30 0 01 Jan 2014
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 88 47 0 04 Nov 2013
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
MCMC Methods for Functions: Modifying Old Algorithms to Make Them Faster S. Cotter Gareth O. Roberts Andrew M. Stuart D. White 99 480 0 03 Feb 2012
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions Martin Hairer Andrew M. Stuart Sebastian J. Vollmer 100 188 0 06 Dec 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 224 866 0 05 Jan 2011
Zero Variance Markov Chain Monte Carlo for Bayesian Estimators Antonietta Mira R. Solgi D. Imparato 94 89 0 14 Dec 2010
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 181 895 0 31 Mar 2009