Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals
From MaRDI portal
Publication:2316983
DOI10.1214/18-BA1129zbMath1421.62059OpenAlexW2898777889WikidataQ62899297 ScholiaQ62899297MaRDI QIDQ2316983
Christopher C. Drovandi, L. F. South, Anthony N. Pettitt
Publication date: 7 August 2019
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1560240027
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Sequential estimation (62L12)
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