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Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter

Lookup NU author(s): Dr Andrew Golightly, Dr Dennis Prangle

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This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).

Publication metadata

Author(s): Drovandi C, Everitt RG, Golightly A, Prangle D

Publication type: Article

Publication status: Published

Journal: Bayesian Analysis

Year: 2022

Volume: 17

Issue: 1

Pages: 223-260

Print publication date: 01/03/2022

Online publication date: 16/12/2020

Acceptance date: 16/11/2020

Date deposited: 17/11/2020

ISSN (print): 1936-0975

ISSN (electronic): 1931-6690

Publisher: International Society for Bayesian Analysis (ISBA)

URL: https://doi.org/10.1214/20-BA1251

DOI: 10.1214/20-BA1251

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