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...
| Автори: | , , |
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| Формат: | Journal article |
| Мова: | English |
| Опубліковано: |
Cambridge University Press
2020
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