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math.ST2011★ 26 cited
On nonlinear Markov chain Monte Carlo
Christophe Andrieu, Ajay Jasra, Arnaud Doucet +1
Let be the space of probability measures on a measurable space . In this paper we introduce a class of nonlinear Markov chain Monte Carlo (MCMC) m…
math.ST2009★ 720 cited
The pseudo-marginal approach for efficient Monte Carlo computations
Christophe Andrieu, Gareth O. Roberts
We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--116…