INTERACTING MARKOV CHAIN MONTE CARLO METHODS FOR SOLVING NONLINEAR MEASURE-VALUED EQUATIONS

We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast to traditional Markov chains, their time evolutions depend...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Del Moral, P, Doucet, A
বিন্যাস: Journal article
ভাষা:English
প্রকাশিত: 2010