Discussion of "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary and Yves F. Atchadé

2019/12/22 by Leah F. South, South, Leah F., Chris Nemeth +3
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Methodology (stat.ME) #Statistical Methods and Inference #stat.ME

paper · pdf · doi:10.48550/arxiv.1912.10496

This comment includes an appendix which was not included in the printed JRSS B discussion. Version 2 has been shorted slightly to meet word limit requirements

openalex publication_date 2019/12/22 · arxiv created 2020/01/20 · arxiv updated 2020/01/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This is a contribution for the discussion on "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary and Yves F. Atchadé to appear in the Journal of the Royal Statistical Society Series B.

Related

• Supplement to "Markov Chain Monte Carlo Based on Deterministic Transformations"
• Monte Carlo Methods in Statistics
• The Convergence of Markov chain Monte Carlo Methods: From the Metropolis method to Hamiltonian Monte Carlo
• Markov Chain Monte Carlo Methods, a survey with some frequent misunderstandings
• Likelihood-free Markov chain Monte Carlo