Efficient block sampling strategies for sequential Monte Carlo methods
Sequential Monte Carlo (SMC) methods are a powerful set of simulation-based techniques for sampling sequentially from a sequence of complex probability distributions. These methods rely on a combination of importance sampling and resampling techniques. In a Markov chain Monte Carlo (MCMC) framework,...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2006
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