Discussion of "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary and Yves F. Atchadé
arXiv:1912.10496
Abstract
This is a contribution for the discussion on "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary and Yves F. Atchadé to appear in the Journal of the Royal Statistical Society Series B.
This comment includes an appendix which was not included in the printed JRSS B discussion. Version 2 has been shorted slightly to meet word limit requirements