Particle Markov Chain Monte Carlo Methods
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Publication:4632633
DOI10.1111/j.1467-9868.2009.00736.xzbMath1411.65020WikidataQ55951935 ScholiaQ55951935MaRDI QIDQ4632633
Arnaud Doucet, Christophe Andrieu, Roman Holenstein
Publication date: 30 April 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2009.00736.x
state space models; Bayesian inference; Markov chain Monte Carlo methods; sequential Monte Carlo methods
62P20: Applications of statistics to economics
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis
Uses Software