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Variance bounding of delayed-acceptance kernels

Variance bounding of delayed-acceptance kernels

7 June 2017
Chris Sherlock
Anthony Lee
ArXivPDFHTML

Papers citing "Variance bounding of delayed-acceptance kernels"

3 / 3 papers shown
Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC
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
Importance sampling correction versus standard averages of reversible
  MCMCs in terms of the asymptotic variance
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance
Jordan Franks
M. Vihola
23
17
0
29 Jun 2017
MCMC using Hamiltonian dynamics
MCMC using Hamiltonian dynamics
Radford M. Neal
185
3,262
0
09 Jun 2012
1