A new class of interacting Markov chain Monte Carlo methods

A new class of interacting Markov chain Monte Carlo methods

We present a new class of interacting Markov chain Monte Carlo methods to approximate numerically discrete-time nonlinear measure-valued equations. These stochastic processes belong to the class of self-interacting Markov chains with respect to their occupation measures. We provide several convergen...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй
Үндсэн зохиолчид:	Del Moral, P, Doucet, A
Формат:	Journal article
Хэл сонгох:	English
Хэвлэсэн:	2010

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