Quasi‐stationary Monte Carlo and the ScaLE algorithm

Author:

Pollock Murray1,Fearnhead Paul2,Johansen Adam M.1,Roberts Gareth O.1

Affiliation:

1. University of Warwick Coventry UK

2. University of Lancaster UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference115 articles.

1. The pseudo-marginal approach for efficient Monte Carlo computations

2. Discretization Error in Simulation of One-Dimensional Reflecting Brownian Motion

3. Control variates for stochastic gradient MCMC;Baker J.;Statist. Comput.,2019

4. Towards scaling up Markov chain Monte Carlo: an adaptive subsampling approach;Bardenet R.;Proc. 31st Int. Conf. Machine Learning,2014

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