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...
| Autors principals: | , |
|---|---|
| Format: | Journal article |
| Idioma: | English |
| Publicat: |
2010
|