Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models (Q5066452)

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scientific article; zbMATH DE number 7499909
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Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models
scientific article; zbMATH DE number 7499909

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    Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models (English)
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    29 March 2022
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    ancestor sampling
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    Gibbs sampler
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    hidden Markov model
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    independent metropolis-Hastings algorithm
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    piecewise deterministic semi-Markov process
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    pseudo-marginal
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    sequential Monte Carlo
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