Beskos, Alexandros; Kalogeropoulos, Konstantinos; … - In: Stochastic Processes and their Applications 123 (2013) 4, pp. 1415-1453
The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte-Carlo methods. We study here an advanced version of familiar Markov-chain Monte-Carlo (MCMC) algorithms that sample from target...
