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Jeong Eun Lee

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Preprint Aug 2026

Bessel-Debiased Pseudo-Marginal MCMC for Generalised Bayesian Inference

Sign-Corrected Bessel Debiasing (SCBD), a signed pseudo-marginal method based on independent block estimates of the loss, is introduced and its ordinary-MC and independently randomised quasi-Monte Carlo (RQMC) implementations are studied.

Yingkai Lu, J. Lee, Geoff K. Nicholls · 0 citations

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