Semi-Exact Control Functionals From Sard's Method

1 code implementation • 31 Jan 2020 • Leah F. South, Toni Karvonen, Chris Nemeth, Mark Girolami, Chris. J. Oates

The numerical approximation of posterior expected quantities of interest is considered.

Computation Methodology

Particle Metropolis adjusted Langevin algorithms for state space models

no code implementations • 4 Feb 2014 • Chris Nemeth, Paul Fearnhead

Currently the default is to use random walk Metropolis to update the parameter values.