Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models (Q2058890)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models |
scientific article |
Statements
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models (English)
0 references
10 December 2021
0 references
Markov chain Monte Carlo
0 references
piecewise-deterministic Markov process
0 references
bouncy particle sampler
0 references
particle Gibbs
0 references
state-space model
0 references
0 references
0 references
0 references
0 references
0 references
