Augmentation schemes for particle MCMC (Q341152)

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Augmentation schemes for particle MCMC
scientific article

    Statements

    title
    Augmentation schemes for particle MCMC (English)
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    author
    Paul Fearnhead
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    Loukia Meligkotsidou
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    publication date
    16 November 2016
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    zbMATH Keywords
    Dirichlet process mixture models
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    particle Gibbs
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    sequential Monte Carlo
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    state-space models
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    stochastic volatility
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    Identifiers

    Mathematics Subject Classification ID
    65C35
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    65C05
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    65C20
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    62M09
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    zbMATH DE Number
    6653302
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