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Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter (2019)

First Author: Drovandi C

Attributed to: Tractable inference for statistical network models with local dependence funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1906.02014

Publication URI: https://arxiv.org/abs/1906.02014

Type: Preprint