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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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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