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Perturbation bounds for Monte Carlo within Metropolis via restricted approximations

Felipe Medina-Aguayo1, Daniel Rudolf2, Nikolaus Schweizer3

  • 1Department of Mathematics and Statistics, University of Reading Whiteknights, PO Box 220, Reading RG6 6AX, United Kingdom.

Stochastic Processes and Their Applications
|April 8, 2020
PubMed

Keywords:
Intractable likelihoodMarkov chain Monte CarloMonte Carlo within MetropolisRestricted approximation

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