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...
| প্রধান লেখক: | , |
|---|---|
| বিন্যাস: | Journal article |
| ভাষা: | English |
| প্রকাশিত: |
2010
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