166 citations · 309 across the 26 of their papers we have counts for
3 papers · 1 filter
On the efficiency of pseudo-marginal random walk Metropolis algorithms
Chris Sherlock, Alexandre H. Thiery, Gareth O. Roberts +1
We examine the behaviour of the pseudo-marginal random walk Metropolis algorithm, where evaluations of the target density for the accept/reject probability are estimated rather tha…
On nonnegative unbiased estimators
Pierre E. Jacob, Alexandre H. Thiery
We study the existence of algorithms generating almost surely nonnegative unbiased estimators. We show that given a nonconstant real-valued function and a sequence of unbiased…
On the Convergence of Adaptive Sequential Monte Carlo Methods
Alexandros Beskos, Ajay Jasra, Nikolas Kantas +1
In several implementations of Sequential Monte Carlo (SMC) methods it is natural, and important in terms of algorithmic efficiency, to exploit the information of the history of the…