Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers

DOI10.1007/s10463-014-0455-zzbMath1337.62203MaRDI QIDQ457269

Axel Finke, Dario Spanò, Adam M. Johansen

Publication date: 26 September 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0455-z

zbMATH Keywords

sequential Monte Carlo; piecewise deterministic processes; particle MCMC; particle Gibbs sampler

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F10: Point estimation

62M05: Markov processes: estimation; hidden Markov models

Related Items

Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models

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