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
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