Particle Metropolis-adjusted Langevin algorithms (Q5384403)

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scientific article; zbMATH DE number 7072146
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Particle Metropolis-adjusted Langevin algorithms
scientific article; zbMATH DE number 7072146

    Statements

    Particle Metropolis-adjusted Langevin algorithms (English)
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    24 June 2019
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    Metropolis-adjusted Langevin algorithm
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    optimal scaling
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    particle filter
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    particle Markov chain Monte Carlo
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    pseudo-marginal Markov chain Monte Carlo
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