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unbiased estimator of determinant

Just saw this new [one page] posting on arXiv, meaning an unbiased estimate of the determinant can be derived much faster. If less reliably. This trick can be helpful for (pseudo-marginal) MCMC steps when the determinant itself is of limited interest… (The importance version is not truly needed!)

This entry was posted on July 3, 2020 at 12:20 am and is filed under Books, Statistics with tags , , , , . You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

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