pierrejacob/debiasedmcmc: Debiasing MCMC with couplings
Version 0.1.0

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.

Getting started

Package details

AuthorPierre E Jacob & John O'Leary
MaintainerPierre E Jacob <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
pierrejacob/debiasedmcmc documentation built on Feb. 22, 2018, 12:53 a.m.