Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models
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Publication:5066452
DOI10.1080/10618600.2020.1840998OpenAlexW3095146429WikidataQ108529751 ScholiaQ108529751MaRDI QIDQ5066452
Błażej Miasojedow, Wojciech Niemiro, Tomasz Cąkała
Publication date: 29 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.01660
hidden Markov modelGibbs samplersequential Monte Carlopseudo-marginalancestor samplingindependent metropolis-Hastings algorithmpiecewise deterministic semi-Markov process
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