Tag Archives: Bayes

Why and how pseudo-marginal MCMC work for exact Bayesian inference

I will describe a breakthrough strategy for “exact-approximate” Bayesian inference. The apparent contradiction in the terminology is due to the surprising result in Beaumont (2003) and Andrieu and Roberts (2009) where it is shown that plugging a non-negative and unbiased … Continue reading

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Bayes Nordics, an email list

This is an interlude to the series of posts on inference for state space models, which I will restart soon. I have created an email-list called Bayes Nordics. The goal is to disseminate news on events related to Bayesian analysis, … Continue reading

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