Unbiased Markov chain Monte Carlo methods with couplings
Author:
Affiliation:
1. Harvard University; Cambridge USA
2. Acadian Asset Management; Boston USA
3. Boston University; USA
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rssb.12336/fullpdf
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4. An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift;Atchade;Methodol. Comput. Appl. Probab.,2006
5. Markov chain Monte Carlo confidence intervals;Atchadé;Bernoulli,2016
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