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20112026
most citedOn the efficiency of pseudo-marginal random walk Metropolis algorithms

166 citations · 309 across the 26 of their papers we have counts for

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math.ST2015

Efficiency of delayed-acceptance random walk Metropolis algorithms

Chris Sherlock, Alexandre Thiery, Andrew Golightly

Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the tr…