Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator

Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms

(2015) Christophe Andrieu et al.   ANNALS OF APPLIED PROBABILITY

On the efficiency of pseudo-marginal random walk Metropolis algorithms

(2015) Chris Sherlock et al.   ANNALS OF STATISTICS

A lognormal central limit theorem for particle approximations of normalizing constants

(2014) Jean Bérard et al.   ELECTRONIC JOURNAL OF PROBABILITY

Positivity of hit-and-run and related algorithms

(2013) Daniel Rudolf et al.   ELECTRONIC COMMUNICATIONS IN PROBABILITY

On some properties of Markov chain Monte Carlo simulation methods based on the particle filter

(2012) Michael K. Pitt et al.   JOURNAL OF ECONOMETRICS

A vanilla Rao–Blackwellization of Metropolis–Hastings algorithms

(2010) Randal Douc et al.   ANNALS OF STATISTICS

Particle Markov chain Monte Carlo methods

(2010) Christophe Andrieu et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

The pseudo-marginal approach for efficient Monte Carlo computations

(2009) Christophe Andrieu et al.   ANNALS OF STATISTICS