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...

詳細記述

書誌詳細
主要な著者: Del Moral, P, Doucet, A
フォーマット: Journal article
言語:English
出版事項: 2010