Interacting sequential Monte Carlo samplers for trans-dimensional simulation
The methodology of interacting sequential Monte Carlo (SMC) samplers is introduced. SMC samplers are methods for sampling from a sequence of densities on a common measurable space using a combination of Markov chain Monte Carlo (MCMC) and sequential importance sampling/resampling (SIR) methodology....
| Huvudupphovsmän: | , , , |
|---|---|
| Materialtyp: | Journal article |
| Språk: | English |
| Publicerad: |
2008
|