pierrejacob/debiasedmcmc: Debiasing 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

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 Nov. 3, 2018, 3:26 p.m.