An adaptive sequential Monte Carlo sampler (Q908007)

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An adaptive sequential Monte Carlo sampler
scientific article

    Statements

    title
    An adaptive sequential Monte Carlo sampler (English)
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    author
    Paul Fearnhead
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    Benjamin M. Taylor
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    publication date
    2 February 2016
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    zbMATH Keywords
    adaptive MCMC
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    adaptive sequential Monte Carlo
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    Bayesian mixture analysis
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    optimal scaling
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    stochastic optimization
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    Identifiers

    DOI
    10.1214/13-BA814
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    Mathematics Subject Classification ID
    62D05
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    60J22
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    62F15
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    65C60
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    65C05
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    zbMATH DE Number
    6538657
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