Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables

Johan Dahlin, Fredrik Lindsten, Joel Kronander, Thomas B. Schön
arXiv preprint (Under preparation for Journal of Econometrics) - 2015
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@Article\{DLKB15,
  author       = "Dahlin, Johan and Lindsten, Fredrik  and Kronander, Joel and B. Schön, Thomas",
  title        = "Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables",
  journal      = "arXiv preprint (Under preparation for Journal of Econometrics)",
  year         = "2015"
}

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