A flexible particle Markov chain Monte Carlo method (Q2195824)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A flexible particle Markov chain Monte Carlo method |
scientific article |
Statements
A flexible particle Markov chain Monte Carlo method (English)
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27 August 2020
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particle marginal Metropolis-Hastings (PMMH) algorithm
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diffusion equation
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factor stochastic volatility model
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particle Gibbs sampler
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