SEQUENTIALLY INTERACTING MARKOV CHAIN MONTE CARLO METHODS

Sequential Monte Carlo (SMC) is a methodology for sampling approximately from a sequence of probability distributions of increasing dimension and estimating their normalizing constants. We propose here an alternative methodology named Sequentially Interacting Markov Chain Monte Carlo (SIMCMC). SIMCM...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Brockwell, A, Del Moral, P, Doucet, A
التنسيق: Journal article
اللغة:English
منشور في: 2010