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Efficiency of Delayed-Acceptance Random Walk Metropolis Algorithms

Lookup NU author(s): Dr Andrew Golightly

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This is the authors' accepted manuscript of an article that has been published in its final definitive form by Institute of Mathematical Statistics, 2021.

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Publication metadata

Author(s): Sherlock C, Thiery AH, Golightly A

Publication type: Article

Publication status: Published

Journal: Annals of Statistics

Year: 2021

Volume: 49

Issue: 5

Pages: 2972-2990

Print publication date: 01/10/2021

Online publication date: 12/11/2021

Acceptance date: 28/02/2021

Date deposited: 21/03/2021

ISSN (print): 0090-5364

ISSN (electronic): 2168-8966

Publisher: Institute of Mathematical Statistics

URL: https://doi.org/10.1214/21-AOS2068

DOI: 10.1214/21-AOS2068

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