Tag Archives: tutorial

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

Posted in Uncategorized | Tagged , , , , , , , , , , , , , , | 3 Comments