Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling

DOI10.1109/TSP.2011.2161296zbMath1391.65010OpenAlexW2111838850MaRDI QIDQ4573221

Jimmy Olsson, Tobias Rydén

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2011.2161296

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Monte Carlo methods (65C05) Sampling theory in information and communication theory (94A20)

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