Particle Markov chain Monte Carlo for efficient numerical simulation
Markov ChainMonte Carlo (MCMC) and sequentialMonte Carlo (SMC) methods are the two most popular classes of algorithms used to sample from general high-dimensional probability distributions. The theoretical convergence of MCMC algorithms is ensured under weak assumptions, but their practical performa...
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| Format: | Conference item |
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Springer Verlag
2009
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