Metropolis-Hastings with Averaged Acceptance Ratios

Metropolis-Hastings with Averaged Acceptance Ratios

29 December 2020

Christophe Andrieu

Papers citing "Metropolis-Hastings with Averaged Acceptance Ratios"

12 / 12 papers shown

Title
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 67 25 0 29 Dec 2020
On the utility of Metropolis-Hastings with asymmetric acceptance ratio Christophe Andrieu Arnaud Doucet S. Yıldırım Nicolas Chopin 36 17 0 26 Mar 2018
Informed proposals for local MCMC in discrete spaces Giacomo Zanella 57 125 0 20 Nov 2017
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 57 101 0 16 Nov 2015
Establishing some order amongst exact approximations of MCMCs Christophe Andrieu M. Vihola 59 60 0 28 Apr 2014
The Use of a Single Pseudo-Sample in Approximate Bayesian Computation L. Bornn Natesh Pillai Aaron Smith D. Woodard 54 43 0 25 Apr 2014
Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo S. Yıldırım Sumeetpal S. Singh Thomas Dean Ajay Jasra 74 36 0 17 Nov 2013
MCMC for doubly-intractable distributions Iain Murray Zoubin Ghahramani D. MacKay 85 418 0 27 Jun 2012
MCMC Using Ensembles of States for Problems with Fast and Slow Variables such as Gaussian Process Regression Radford M. Neal 70 38 0 02 Jan 2011
A Backward Particle Interpretation of Feynman-Kac Formulae P. Del Moral Arnaud Doucet Sumeetpal S. Singh 111 73 0 18 Aug 2009
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 95 322 0 14 May 2009
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 174 895 0 31 Mar 2009