Augmentation schemes for particle MCMC (Q341152)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmentation schemes for particle MCMC |
scientific article |
Statements
Augmentation schemes for particle MCMC (English)
0 references
16 November 2016
0 references
Dirichlet process mixture models
0 references
particle Gibbs
0 references
sequential Monte Carlo
0 references
state-space models
0 references
stochastic volatility
0 references
