# Efficiency of delayed-acceptance random walk Metropolis algorithms

@article{Sherlock2015EfficiencyOD, title={Efficiency of delayed-acceptance random walk Metropolis algorithms}, author={Chris Sherlock and Alexandre Hoang Thiery and Andrew Golightly}, journal={arXiv: Statistics Theory}, year={2015} }

Delayed-acceptance Metropolis-Hastings and delayed-acceptance pseudo-marginal Metropolis-Hastings algorithms can be applied when it is computationally expensive to calculate the true posterior or an unbiased stochastic approximation thereof, but a computationally cheap deterministic approximation is available. An initial accept-reject stage uses the cheap approximation for computing the Metropolis-Hastings ratio; proposals which are accepted at this stage are then subjected to a further accept… Expand

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Variance bounding of delayed-acceptance kernels

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A delayed-acceptance version of a Metropolis--Hastings algorithm can be useful for Bayesian inference when it is computationally expensive to calculate the true posterior, but a computationally cheap… Expand

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