27 citations · 59 across the 11 of their papers we have counts for
3 papers · 1 filter
Large Sample Asymptotics of the Pseudo-Marginal Method
Sebastian M. Schmon, George Deligiannidis, Arnaud Doucet +1
The pseudo-marginal algorithm is a variant of the Metropolis--Hastings algorithm which samples asymptotically from a probability distribution when it is only possible to estimate u…
The Correlated Pseudo-Marginal Method
George Deligiannidis, Arnaud Doucet, Michael K. Pitt
The pseudo-marginal algorithm is a popular variant of the Metropolis--Hastings scheme which allows us to sample asymptotically from a target probability density , when we are on…
Particle filtering within adaptive Metropolis Hastings sampling
Ralph Silva, Paolo Giordani, Robert Kohn +1
We show that it is feasible to carry out exact Bayesian inference for non-Gaussian state space models using an adaptive Metropolis Hastings sampling scheme with the likelihood appr…