Large sample asymptotics of the pseudo-marginal method
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 unbiasedly an unnormalized version of its density. Practically, one has to trade-off the computational resources used to...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Oxford University Press
2020
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