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20062022
most citedThe pseudo-marginal approach for efficient Monte Carlo computations

720 citations · 1.4k across the 27 of their papers we have counts for

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Showing 2011Show all

2 papers · 1 filter

math.PR2011★ 17 cited

Markovian stochastic approximation with expanding projections

Christophe Andrieu, Matti Vihola

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to v…

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…