Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter (2022)

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/10.1214/20-ba1251

Publication URI: http://dx.doi.org/10.1214/20-ba1251

Type: Journal Article/Review

Parent Publication: Bayesian Analysis

Issue: 1