An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions

Qi Wang, Vinayak Rao, Yee Whye Teh. An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions. J. Comput. Graph. Stat., 30(2):297-311, 2021. [doi]

@article{WangRT21-0,
  title = {An Exact Auxiliary Variable Gibbs Sampler for a Class of Diffusions},
  author = {Qi Wang and Vinayak Rao and Yee Whye Teh},
  year = {2021},
  doi = {10.1080/10618600.2020.1816177},
  url = {https://doi.org/10.1080/10618600.2020.1816177},
  researchr = {https://researchr.org/publication/WangRT21-0},
  cites = {0},
  citedby = {0},
  journal = {J. Comput. Graph. Stat.},
  volume = {30},
  number = {2},
  pages = {297-311},
}