5 problems

Let $q_\theta(w)$ be a proposal density for the multiplicative noise that may depend on the parameter $\theta$, rather than satisfying the assumption that $q_\theta(w)$ is independ…

Let $P_s$ and $P_m$ be pseudo-marginal Metropolis--Hastings kernels formed by averaging $s\leq m$ estimators, and let $\mathrm{V}(\varphi,P_k)$ denote the asymptotic variance of an…

The noisy pseudo-marginal algorithm is considered for inference in an 11-dimensional posterior arising from a $\Lambda$-coalescent model. The algorithm's trace plot exhibits residu…

Consider a pseudo-marginal Markov chain with weight variable $w$ and a drift function that may contain a factor $w^{-\alpha}$. Negative-moment conjecture. The negative moment condi…

Let a pseudo-marginal Markov chain be constructed from a marginal algorithm, and suppose that its importance weights are uniformly bounded. Uniform-bounded-weights conjecture. Geom…