Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables
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Updated
Nov 29, 2017 - Python
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables
Constructing Metropolis-Hastings proposals using damped BFGS updates
Particle Metropolis-Hastings using gradient and Hessian information
Quasi-Newton particle Metropolis-Hastings
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