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...
| Main Authors: | , |
|---|---|
| פורמט: | Journal article |
| שפה: | English |
| יצא לאור: |
2010
|