Interacting sequential Monte Carlo samplers for trans-dimensional simulation (Q1023504)

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Interacting sequential Monte Carlo samplers for trans-dimensional simulation
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    Interacting sequential Monte Carlo samplers for trans-dimensional simulation (English)
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    12 June 2009
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    sequential Monte Carlo
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    Markov chain Monte Carlo
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    trans-dimensional simulation
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    Feynman-Kac formulae
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    adaptive methods
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    Bayesian model selection
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