Particle Metropolis-Hastings using gradient and Hessian information (Q5963543)
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scientific article; zbMATH DE number 6543333
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| default for all languages | No label defined |
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| English | Particle Metropolis-Hastings using gradient and Hessian information |
scientific article; zbMATH DE number 6543333 |
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Particle Metropolis-Hastings using gradient and Hessian information (English)
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22 February 2016
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sequential Monte Carlo
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particle Markov chain Monte Carlo
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manifold MALA
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fixed-lag particle smoothing
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parameter inference
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0.8140320181846619
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0.7787050604820251
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0.777046799659729
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0.7680699229240417
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0.7656529545783997
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