Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter

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Bibliographic Details
Published inBayesian analysis Vol. 17; no. 1
Main Authors Drovandi, Christopher, Everitt, Richard G., Golightly, Andrew, Prangle, Dennis
Format Journal Article
LanguageEnglish
Published 01.03.2022
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ISSN:1936-0975
DOI:10.1214/20-BA1251