Control Variates for the Metropolis–Hastings Algorithm
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Abstract
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DOI: 10.1111/j.1467-9469.2008.00601.x
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References listed on IDEAS
- Hakon Tjelmeland & Bjorn Kare Hegstad, 2001. "Mode Jumping Proposals in MCMC," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(1), pages 205-223, March.
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Cited by:
- Chris J. Oates & Mark Girolami & Nicolas Chopin, 2017. "Control functionals for Monte Carlo integration," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 695-718, June.
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