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 ...

This is a preview. Log in through your library . Abstract The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We ...

The Metropolis algorithm, which Dr. Rosenbluth programmed, is the basis of what today are called Markov Chain Monte Carlo methods, a mathematics of probability and statistics that provide ...