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Andrieu C, Lee A, Power S, Wang AQ. Comparison of Markov chains via weak Poincaré inequalities with application to pseudo-marginal MCMC. Ann Stat 2022. [DOI: 10.1214/22-aos2241] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/24/2022]
Affiliation(s)
| | - Anthony Lee
- School of Mathematics, University of Bristol
| | - Sam Power
- School of Mathematics, University of Bristol
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Vihola M, Helske J, Franks J. Importance sampling type estimators based on approximate marginal Markov chain Monte Carlo. Scand Stat Theory Appl 2020. [DOI: 10.1111/sjos.12492] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/26/2023]
Affiliation(s)
- Matti Vihola
- Department of Mathematics and Statistics University of Jyvaskyla, Finland
| | - Jouni Helske
- Department of Mathematics and Statistics University of Jyvaskyla, Finland
- Department of Science and Technology Linköping University, Sweden
| | - Jordan Franks
- Department of Mathematics and Statistics University of Jyvaskyla, Finland
- School of Mathematics, Statistics and Physics Newcastle University, United Kingdom
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Zanella G, Roberts G. Scalable importance tempering and Bayesian variable selection. J R Stat Soc Series B Stat Methodol 2019. [DOI: 10.1111/rssb.12316] [Citation(s) in RCA: 12] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
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