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
19 January 2011
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
0 references