Particle Markov chain Monte Carlo methods

Particle Markov chain Monte Carlo methods

Markov chain Monte Carlo and sequential Monte Carlo methods have emerged as the two main tools to sample from high dimensional probability distributions. Although asymptotic convergence of Markov chain Monte Carlo algorithms is ensured under weak assumptions, the performance of these algorithms is u...

書誌詳細
主要な著者:	Andrieu, C, Doucet, A, Holenstein, R
フォーマット:	Journal article
言語:	English
出版事項:	2010

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