Quasi-Stationary Monte Carlo and The Scale Algorithm

DOI10.1111/rssb.12365OpenAlexW3094610109MaRDI QIDQ5087172

Paul Fearnhead, Gareth O. Roberts, Murray Pollock, Adam M. Johansen

Publication date: 8 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.03436

zbMATH Keywords

importance samplingsequential Monte Carlo methodsquasi-stationaritycontrol variateskilled Brownian motionMarkov chain Monte Carlo samplingLangevin diffusion

Mathematics Subject Classification ID

Statistics (62-XX)

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