Unbiased Monte Carlo: Posterior estimation for intractable/infinite-dimensional models

Sergios Agapiou, Gareth O Roberts, Sebastian J Vollmer
August 2018
Cite

Abstract

Project Euclid - mathematics and statistics online

Type
2
Publication
Bernoulli
"Bayesian Inverse Problems; Coupling; Markov Chain Monte Carlo in Infinite Dimensions; Unbiased Estimation"