On particle Gibbs sampling (Q2515520)

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On particle Gibbs sampling
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    title
    On particle Gibbs sampling (English)
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    DOI
    10.3150/14-BEJ629
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    author
    Nicolas Chopin
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    Sumeetpal S. Singh
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    published in
    Bernoulli
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    publication date
    5 August 2015
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    Mathematics Subject Classification ID
    60J22
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    60J10
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    60K35
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    65C40
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    65C05
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    zbMATH DE Number
    6470460
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    zbMATH Keywords
    particle Gibbs sampling
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    particle filtering
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    Markov chain Monte Carlo method
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    sequential Monte Carlo method
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    Feynman-Kac formula
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    arXiv ID
    1304.1887
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