unbiasedmcmc-package: unbiasedmcmc

unbiasedmcmc-packageR Documentation

unbiasedmcmc

Description

Unbiased MCMC estimators with couplings

Details

This package contains scripts to reproduce the figures of the paper "Unbiased Markov chain Monte Carlo with couplings" by Pierre E. Jacob, John O'Leary, Yves F Atchade, available on arXiv at https://arxiv.org/abs/1708.03625

Author(s)

Pierre E. Jacob <pierre.jacob.work@gmail.com>, John O'Leary, Yves F. Atchade


pierrejacob/debiasedmcmc documentation built on Aug. 22, 2022, 12:41 a.m.