On particle Gibbs samplers

DOI10.1214/15-AIHP695zbMATH Open1356.60114MaRDI QIDQ503087FDOQ503087

Authors: Pierre Del Moral, Robert Kohn, Frédéric Patras 

Publication date: 11 January 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Recommendations

• A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers
• On particle Gibbs sampling
• A flexible particle Markov chain Monte Carlo method
• Particle Markov Chain Monte Carlo Methods
• Uniform ergodicity of the particle Gibbs sampler

zbMATH Keywords

Markov chain Monte Carlo methodssequential Monte Carlo methodsFeynman-Kac modelsparticle Gibbs sampling

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic particle methods (65C35)

Cited In (19)

• Augmentation schemes for particle MCMC
• Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
• On particle Gibbs sampling
• A Gibbs sampler on the \(n\)-simplex
• Variance estimation in adaptive sequential Monte Carlo
• A flexible particle Markov chain Monte Carlo method
• Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
• A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces
• Conditional sequential Monte Carlo in high dimensions
• Gibbs partitions: The convergent case
• Weak convergence of non-neutral genealogies to Kingman's coalescent
• A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos
• A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers
• Uniform ergodicity of the particle Gibbs sampler
• Title not available (Why is that?)
• The Gibbs sampler with particle efficient importance sampling for state-space models
• Particle Gibbs split-merge sampling for Bayesian inference in mixture models
• Analysis, detection and correction of misspecified discrete time state space models
• On reparametrization and the Gibbs sampler

This page was built for publication: On particle Gibbs samplers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q503087)