720 citations · 1.4k across the 27 of their papers we have counts for
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math.PR2012★ 65 cited
Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
Christophe Andrieu, Matti Vihola
We study convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms (Andrieu and Roberts [Ann. Statist. 37 (2009) 697-725]). We find that the asymptotic variance…
math.PR2012★ 1 cited
Perfect simulation for the Feynman-Kac law on the path space
Christophe Andrieu, Nicolas Chopin, Arnaud Doucet +1
This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.