Particle rolling MCMC with double-block sampling (Q6134370)
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scientific article; zbMATH DE number 7716664
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| English | Particle rolling MCMC with double-block sampling |
scientific article; zbMATH DE number 7716664 |
Statements
Particle rolling MCMC with double-block sampling (English)
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25 July 2023
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double-block sampler
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forward and backward sampling
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importance sampling
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particle Gibbs
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particle Markov chain Monte Carlo
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particle simulation smoother
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rolling-window estimation
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sequential Monte Carlo
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state space model
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structural change
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