Limit theorems for sequential MCMC methods

Limit theorems for sequential MCMC methods

Both sequential Monte Carlo (SMC) methods (a.k.a. ‘particle filters’) and sequential Markov chain Monte Carlo (sequential MCMC) methods constitute classes of algorithms which can be used to approximate expectations with respect to (a sequence of) probability distributions and their normalising const...

書誌詳細
主要な著者:	Finke, A, Doucet, A, Johansen, AM
フォーマット:	Journal article
言語:	English
出版事項:	Cambridge University Press 2020

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