Metropolis-adjusted interacting particle sampling

DOI10.1007/S11222-025-10595-WMaRDI QIDQ6995218zbMATH OpenFDO

Authors Björn Sprungk, Simon Weissmann, J. Zech

Publication date 22 April 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10595-W

zbMATH Keywords

Bayesian inferenceinteracting particle systemsMetropolis-Hastings

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cited in

(3)

• Mean-field limits for consensus-based optimization and sampling
• An invitation to adaptive Markov chain Monte Carlo convergence theory
• Gradient-free sequential Bayesian experimental design via interacting particle systems

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