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Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes

Lookup NU author(s): Dr Andrew Golightly

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Publication metadata

Author(s): Golightly A, Sherlock C

Publication type: Article

Publication status: Published

Journal: Statistics and Computing

Year: 2022

Volume: 32

Online publication date: 15/02/2022

Acceptance date: 21/01/2022

Date deposited: 21/01/2022

ISSN (print): 0960-3174

ISSN (electronic): 1573-1375

Publisher: Springer Nature

URL: https://doi.org/10.1007/s11222-022-10083-5

DOI: 10.1007/s11222-022-10083-5

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