Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin
Methodology
2015-02-05 v1
Abstract
In this comment we consider whether QMC methods can be further embedded within SMC schemes in settings in which the transition density of the latent process is intractable and pseudo-marginal methods are deployed.
Keywords
Cite
@article{arxiv.1502.01194,
title = {Discussion of "Sequential Quasi-Monte-Carlo Sampling" by M. Gerber and N. Chopin},
author = {M. Pollock and A. M. Johansen and K. Łatuszyński and G. O. Roberts},
journal= {arXiv preprint arXiv:1502.01194},
year = {2015}
}
Comments
Journal of the Royal Statistical Society B, (In Press)