Unbiased Markov chain Monte Carlo for intractable target distributions
Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov chain Monte Carlo (MCMC) algorithms have been proposed for this...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2020
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