Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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Publication:3405425
DOI10.1007/978-3-642-04107-5_3zbMath1184.65001OpenAlexW2125488105MaRDI QIDQ3405425
Christophe Andrieu, Roman Holenstein, Arnaud Doucet
Publication date: 15 February 2010
Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-04107-5_3
algorithmsconvergenceMarkov chain Monte Carlosequential Monte CarloBayesian inferencestochastic kinetic model
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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