Sequentially interacting Markov chain Monte Carlo methods (Q620553)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Sequentially interacting Markov chain Monte Carlo methods
scientific article

    Statements

    Sequentially interacting Markov chain Monte Carlo methods (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    19 January 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Markov chain Monte Carlo method
    0 references
    normalizing constants
    0 references
    sequential Monte Carlo method
    0 references
    state-space models
    0 references
    Metropolis-Hastings Markov chains
    0 references
    convergence
    0 references
    Bayesian time series
    0 references
    numerical examples
    0 references
    0 references