Efficient MCMC sampling in dynamic mixture models (Q892446)

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Efficient MCMC sampling in dynamic mixture models
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    title
    Efficient MCMC sampling in dynamic mixture models (English)
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    author
    Gabriele Fiorentini
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    Christophe Planas
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    Alessandro Rossi
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    publication date
    19 November 2015
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    Mathematics Subject Classification ID
    65C60
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    65C05
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    62-07
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    zbMATH DE Number
    6511650
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    zbMATH Keywords
    adaptive Metropolis-Hastings
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    conditionally linear models
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    Gibbs sampling
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    state-space models
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