Particle Metropolis-Hastings using gradient and Hessian information (Q5963543): Difference between revisions
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Latest revision as of 12:40, 9 December 2024
scientific article; zbMATH DE number 6543333
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English | Particle Metropolis-Hastings using gradient and Hessian information |
scientific article; zbMATH DE number 6543333 |
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Particle Metropolis-Hastings using gradient and Hessian information (English)
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22 February 2016
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sequential Monte Carlo
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particle Markov chain Monte Carlo
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manifold MALA
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fixed-lag particle smoothing
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parameter inference
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