Stability and examples of some approximate MCMC algorithms

Approximate Monte Carlo algorithms are not uncommon these days, their applicability is related to the possibility of controlling the computational cost by introducing some noise or approximation in the method. We focus on the stability properties of a particular approximate MCMC algorithm, which we...

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Bibliographic Details
Main Author: Medina Aguayo, Felipe Javier
Published: University of Warwick 2017
Subjects:
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.714979