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stat.CO2025
Scalable Bernoulli Factory MCMC for Intractable Marginalised Posteriors
Timothée Stumpf-Fétizon, Flávio B. Gonçalves
Bernoulli factory MCMC algorithms implement accept-reject Markov chains without explicit computation of acceptance probabilities, and are used to target posterior distributions ass…
stat.CO2017
Barker's algorithm for Bayesian inference with intractable likelihoods
Flavio B. Gonçalves, Krzysztof Łatuszyński, Gareth O. Roberts
In this expository paper we abstract and describe a simple MCMC scheme for sampling from intractable target densities. The approach has been introduced in Gonçalves et al. (2017a)…