Block-Wise Pseudo-Marginal Metropolis-Hastings
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- Golightly, Andrew & Bradley, Emma & Lowe, Tom & Gillespie, Colin S., 2019. "Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 92-107.
- Kohn, Robert & Nguyen, Nghia & Nott, David & Tran, Minh-Ngoc, 2017. "Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation," Working Papers 2123/17877, University of Sydney Business School, Discipline of Business Analytics.
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KeywordsIntractable likelihood; Data subsampling; Panel data; Unbiasedness;
All these keywords.
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2016-04-16 (Econometrics)
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