The correlated pseudomarginal method
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Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.11.2018)
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On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
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Published in Journal of econometrics (01.12.2012)
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Filtering via Simulation: Auxiliary Particle Filters
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Published in Journal of the American Statistical Association (01.06.1999)
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Pitt, Michael K, Walker, Stephen G
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Published in Journal of the American Statistical Association (01.06.2005)
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Constructing First Order Stationary Autoregressive Models via Latent Processes
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Published in Scandinavian journal of statistics (01.12.2002)
Published in Scandinavian journal of statistics (01.12.2002)
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Particle Markov chain Monte Carlo methods. Discussion
ANDRIEU, Christophe, DOUCET, Arnaud, PAPASPILIOPOULOS, Omiros, LATUSZYNSKI, Krzysztof, FLURY, Thomas, SHEPHARD, Neil, ROBERT, Christian P, JACOB, Pierre, RUE, Havard, BHADRA, Anindya, BORNN, Luke, TABET, Aline, HOLENSTEIN, Roman, CAPPE, Olivier, CORNEBISE, J, CREAL, Drew D, KOOPMAN, Siem Jan, CRISAN, Dan, DRAPER, David, EVERITT, Richard, GOLIGHTLY, Andrew, WILKINSON, Darren J, ROBERT, Christian, FEARNHEAD, Paul, JOHANNES, Michael, POISON, Nick, YAE, Seung M, JOHANSEN, Adam M, ASTON, John A. D, LEE, Anthony, HOLMES, Chris, MASKED, Simon, MURRAY, Lawrence, JONES, Emlyn, GODSILL, Simon, PARSLOW, John, CAMPBELL, Eddy, MARGVELASHVILI, Nugzar, PETERS, G. W, CORNEBISE, J, SILVA, Ralph S, KOHN, Robert, GIORDANI, Paolo, PITT, Michael K, TOIVANEN, Miika, CHOPIN, Nicolas, LAMPINEN, Jouko, JONGHYUN YUN, YUGUO CHEN, GIROLAMI, Mark, WHITELEY, Nick, ROBERTS, Gareth, BELMONTE, Miguel A. G
Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (2010)
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Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (2010)
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Large Sample Asymptotics of the Pseudo-Marginal Method
Schmon, Sebastian M, Deligiannidis, George, Doucet, Arnaud, Pitt, Michael K
Year of Publication 26.06.2018
Year of Publication 26.06.2018
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Journal Article
Large Sample Asymptotics of the Pseudo-Marginal Method
Schmon, Sebastian M, Deligiannidis, George, Doucet, Arnaud, Pitt, Michael K
Published in arXiv.org (02.12.2019)
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Published in arXiv.org (02.12.2019)
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