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...

書目詳細資料
Main Authors:	Del Moral, P, Doucet, A
格式:	Journal article
語言:	English
出版:	2010

相似書籍

SEQUENTIALLY INTERACTING MARKOV CHAIN MONTE CARLO METHODS
由: Brockwell, A, et al.
出版: (2010)

Fluctuations of interacting Markov chain Monte Carlo methods
由: Bercu, B, et al.
出版: (2012)

A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Methods
由: Bercu, B, et al.
出版: (2009)

INTERACTING MARKOV CHAIN MONTE CARLO METHODS FOR SOLVING NONLINEAR MEASURE-VALUED EQUATIONS
由: Del Moral, P, et al.
出版: (2010)

On nonlinear Markov chain Monte Carlo
由: Andrieu, C, et al.
出版: (2011)

Particle Markov chain Monte Carlo methods
由: Andrieu, C, et al.
出版: (2010)

Interacting particle Markov chain Monte Carlo
由: Doucet, A, et al.
出版: (2016)

On Markov chain Monte Carlo Methods for Tall Data
由: Bardenet, R, et al.
出版: (2017)

On solving integral equations using Markov chain Monte Carlo methods
由: Doucet, A, et al.
出版: (2010)

Unbiased Markov chain Monte Carlo for intractable target distributions
由: Middleton, L, et al.
出版: (2020)

Particle Markov chain Monte Carlo for efficient numerical simulation
由: Andrieu, C, et al.
出版: (2009)

Marginal maximum a posteriori estimation using Markov chain Monte Carlo
由: Doucet, A, et al.
出版: (2002)

The bouncy particle sampler: A non-reversible rejection free Markov chain Monte Carlo method
由: Doucet, A, et al.
出版: (2017)

Etymologia: Markov Chain Monte Carlo
由: Ronnie Henry
出版: (2019-12-01)

Handbook of Markov chain Monte Carlo /
由: Brooks, Steve, 1970-
出版: (2011)

Piecewise-deterministic Markov chain Monte Carlo
由: Vanetti, P
出版: (2019)

On adaptive resampling strategies for sequential Monte Carlo methods
由: Del Moral, P, et al.
出版: (2012)

Sequential Monte Carlo samplers
由: Del Moral, P, et al.
出版: (2006)

MCMCpack: Markov Chain Monte Carlo in R
由: Andrew D. Martin, et al.
出版: (2011-08-01)

Markov chain Monte Carlo methods for stochastic volatility models
由: Chib, S, et al.
出版: (2002)

Markov Chain Monte Carlo Methods for Stochastic Volatility Models.
由: Chib, S, et al.
出版: (2002)

Application of Markov chain Monte carlo method in Bayesian statistics
由: Zhao Qi
出版: (2016-01-01)

An adaptive sequential Monte Carlo method for approximate Bayesian computation
由: Del Moral, P, et al.
出版: (2012)

An adaptive sequential Monte Carlo method for approximate Bayesian computation
由: Del Moral, P, et al.
出版: (2011)

Reversible jump Markov chain Monte Carlo strategies for Bayesian model selection in autoregressive processes
由: Vermaak, J, et al.
出版: (2004)

A Markov chain Monte Carlo analysis of the CMSSM
由: de Austri, R, et al.
出版: (2006)

A Monte Carlo algorithm for optimal quantization in hidden Markov models
由: Tadić, V, et al.
出版: (2007)

Transport Map Accelerated Markov Chain Monte Carlo
由: Marzouk, Youssef M
出版: (2020)

Applying diffusion-based Markov chain Monte Carlo.
由: Radu Herbei, et al.
出版: (2017-01-01)

Perceptual multistability as Markov Chain Monte Carlo inference
由: Gershman, Samuel J., et al.
出版: (2017)

Information-Geometric Markov Chain Monte Carlo Methods Using Diffusions
由: Samuel Livingstone, et al.
出版: (2014-06-01)

Seriation in paleontological data using markov chain Monte Carlo methods.
由: Kai Puolamäki, et al.
出版: (2006-02-01)

A Markov Chain Monte Carlo Algorithm for Spatial Segmentation
由: Nishanthi Raveendran, et al.
出版: (2021-01-01)

HYDRA: a Java library for Markov Chain Monte Carlo
由: Gregory R. Warnes
出版: (2002-03-01)

HYDRA: a Java library for Markov Chain Monte Carlo
由: Gregory R. Warnes
出版: (2002-01-01)

Population-based reversible jump Markov chain Monte Carlo
由: Jasra, A, et al.
出版: (2007)

Markov Chain Monte Carlo Methods Applied to a Synchronous Generator Model
由: Kushila Jayamanne, et al.
出版: (2023-01-01)

A Markov chain Monte Carlo method family in incomplete data analysis
由: Vasić Vladimir V.
出版: (2003-01-01)

Solution of Axisymmetric Inhomogeneous Problems with the Markov Chain Monte Carlo
由: A. E. Shadare, et al.
出版: (2019-09-01)

Optimization of distribution network reconfiguration based on Markov chain Monte Carlo method
由: Jiaqiao Li, et al.
出版: (2022-11-01)