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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Del Moral, P, Doucet, A
Fformat: Journal article
Iaith:English
Cyhoeddwyd: 2010