Sequential Monte Carlo Samplers

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DOI10.1111/j.1467-9868.2006.00553.xzbMath1105.62034arXivcond-mat/0212648OpenAlexW2147357149WikidataQ55880696 ScholiaQ55880696MaRDI QIDQ3408541

Ajay Jasra, Arnaud Doucet, Pierre Del Moral

Publication date: 14 November 2006

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0212648

zbMATH Keywords

importance sampling resampling simulated annealing Markov chain Monte Carlo methods sequential Monte Carlo methods ratio of normalizing constants

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sequential estimation (62L12)

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