Introduction to ``Particle Metropolis-Hastings using gradient and Hessian information by J. Dahlin, F. Lindsten, T. Schön

DOI10.1007/S11222-014-9528-3MaRDI QIDQ5963551zbMATH OpenOpenAlexFDO

Authors Christophe Andrieu

Publication date 22 February 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-014-9528-3

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Information theory (general) (94A15)

Cites work

• Particle Metropolis-adjusted Langevin algorithms
• Particle Metropolis-Hastings using gradient and Hessian information

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