Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
Yannick Mahé · 2017
When an unbiased estimator of the likelihood is used within an Markov chain Monte Carlo (MCMC) scheme, it is necessary to tradeoff the number of samples used against the computing time. Many samples for the estimator will result in a MCMC scheme which has similar properties to the case where the li…