834 citations · 3.9k across the 95 of their papers we have counts for
4 papers · 2 filters
On Consistency of Approximate Bayesian Computation
David T. Frazier, Gael M. Martin, Christian P. Robert
Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems…
The Metropolis-Hastings algorithm
Christian P. Robert
This short note is a self-contained and basic introduction to the Metropolis-Hastings algorithm, this ubiquitous tool used for producing dependent simulations from an arbitrary dis…
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance
Marco Banterle, Clara Grazian, Anthony Lee +1
MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper a…
Bayesian computation: a perspective on the current state, and sampling backwards and forwards
Peter J. Green, Krzysztof Łatuszyński, Marcelo Pereyra +1
The past decades have seen enormous improvements in computational inference based on statistical models, with continual enhancement in a wide range of computational tools, in compe…