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...
| Үндсэн зохиолчид: | , , |
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| Формат: | Journal article |
| Хэл сонгох: | English |
| Хэвлэсэн: |
2010
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