Particle Markov Chain Monte Carlo Methods

DOI10.1111/J.1467-9868.2009.00736.XzbMath1411.65020OpenAlexW1501586228WikidataQ55951935 ScholiaQ55951935MaRDI QIDQ4632633

Roman Holenstein, Christophe Andrieu, Arnaud Doucet

Publication date: 30 April 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2009.00736.x

zbMATH Keywords

state space modelsBayesian inferenceMarkov chain Monte Carlo methodssequential Monte Carlo methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02)

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Uses Software

• R
• pomp

Cites Work

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