Intractable Likelihood: New Challenges from Modern Applications (ILike)

Research Output

  • 5 Article (Academic Journal)

Convergence properties of pseudo-marginal markov chain monte carlo algorithms

Andrieu, C. & Vihola, M., 1 Apr 2015, In : Annals of Applied Probability. 25, 2, p. 1030-1077 48 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
31 Citations (Scopus)
287 Downloads (Pure)

Establishing some order amongst exact approximations of MCMCs

Andrieu, C. & Vihola, M., 1 Oct 2016, In : Annals of Applied Probability. 26, 5, p. 2661-2696 36 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
9 Citations (Scopus)
278 Downloads (Pure)

On random- and systematic-scan samplers

Andrieu, C., Sep 2016, In : Biometrika. 103, 3, p. 719-726 8 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
2 Citations (Scopus)
266 Downloads (Pure)

Quantitative convergence rates for subgeometric Markov chains

Andrieu, C., Fort, G. & Vihola, M., 1 Jun 2015, In : Journal of Applied Probability. 52, 2, p. 391-404 14 p.

Research output: Contribution to journalArticle (Academic Journal)

6 Citations (Scopus)

Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers

Andrieu, C., Lee, A. & Vihola, M., May 2018, In : Bernoulli. 24, 2, p. 842–872 31 p.

Research output: Contribution to journalArticle (Academic Journal)

Open Access
File
8 Citations (Scopus)
233 Downloads (Pure)