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. Illustrations include Metropolis--Hastings and Gibbs samplers, with applications to approximation of the cut distribution.
|Author||Pierre E Jacob & John O'Leary|
|Maintainer||Pierre E Jacob <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on GitHub|
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