pierrejacob/debiasedmcmc: Unbiased MCMC with couplings
This package includes the scripts to reproduce the article "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary, Yves F. Atchade, where it is described how the bias of MCMC can be exactly removed, using couplings of Markov chains. The technical report is available at https://arxiv.org/abs/1708.03625.
Getting started
Browse package contents
Package details |
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| Author | Pierre E Jacob, John O'Leary, Yves F Atchade |
| Maintainer | Pierre E Jacob <pjacob@fas.harvard.edu> |
| License | GPL (>= 2) |
| Version | 0.3.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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