On Unbiased Estimation for Discretized Models-Reference-Cited by-同舟云学术

On Unbiased Estimation for Discretized Models

Published:2023-05-26 Issue:2 Volume:11 Page:616-645
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Heng Jeremy¹,Jasra Ajay²^ORCID,Law Kody J. H.³^ORCID,Tarakanov Alexander³

Affiliation:

1. ESSEC Business School, Singapore, 139408, Singapore.

2. Computer, Electrical and Mathematical Sciences and Engineering Division, King Abdullah University of Science and Technology, Thuwal, 23955, Kingdom of Saudi Arabia.

3. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK.

Funder

Agence Nationale de la Recherche

King Abdullah University of Science and Technology

Engineering and Physical Sciences Research Council

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Reference34 articles.

1. Unbiased Monte Carlo: Posterior estimation for intractable/infinite-dimensional models

2. Markovian stochastic approximation with expanding projections

3. Adaptive Algorithms and Stochastic Approximations

4. Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

5. Multilevel sequential Monte Carlo samplers

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