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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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stat.CO2014★ 8 cited

Establishing some order amongst exact approximations of MCMCs

Christophe Andrieu, Matti Vihola

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists o…