Large-sample asymptotics of the pseudo-marginal method
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Cited by:
- Crucinio, Francesca R. & Johansen, Adam M., 2023. "Properties of marginal sequential Monte Carlo methods," Statistics & Probability Letters, Elsevier, vol. 203(C).
- Farmer, J. Doyne & Dyer, Joel & Cannon, Patrick & Schmon, Sebastian, 2022.
"Black-box Bayesian inference for economic agent-based models,"
INET Oxford Working Papers
2022-05, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
- Joel Dyer & Patrick Cannon & J. Doyne Farmer & Sebastian Schmon, 2022. "Black-box Bayesian inference for economic agent-based models," Papers 2202.00625, arXiv.org.
- Dyer, Joel & Cannon, Patrick & Farmer, J. Doyne & Schmon, Sebastian M., 2024. "Black-box Bayesian inference for agent-based models," Journal of Economic Dynamics and Control, Elsevier, vol. 161(C).
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Keywords
Asymptotic posterior normality; Intractable likelihood; Large-sample theory; Metropolis–Hastings algorithm; Random measure; Weak convergence;All these keywords.
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