OpenAlex | Unbiased Markov Chain Monte Carlo Methods with Couplings

Unbiased Markov Chain Monte Carlo Methods with Couplings

Work

Year: 2020

Type: article

Abstract: Summary Markov chain Monte Carlo (MCMC) methods provide consistent approximations of integrals as the number of iterations goes to ∞. MCMC estimators are generally biased after any fixed number of ite... more

Source: Journal of the Royal Statistical Society Series B (Statistical Methodology)

Authors Pierre Jacob, John R. O’Leary, Yves F. Atchadé

Institutions Harvard University Press, Boston University

Cites: 195

Cited by: 91

Related to: 10

FWCI: 11.28

Citation percentile (by year/subfield): 87.27

Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid