Particle Markov Chain Monte Carlo Methods

DOI10.1111/j.1467-9868.2009.00736.xzbMath1411.65020OpenAlexW1501586228WikidataQ55951935 ScholiaQ55951935MaRDI QIDQ4632633

Roman Holenstein, Christophe Andrieu, Arnaud Doucet

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

zbMATH Keywords

state space modelsBayesian inferenceMarkov chain Monte Carlo methodssequential Monte Carlo methods

Mathematics Subject Classification ID

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Uses Software

• R
• pomp

Cites Work

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