An adaptive sequential Monte Carlo sampler
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Publication:908007
DOI10.1214/13-BA814zbMath1329.62055arXiv1005.1193OpenAlexW2040276592MaRDI QIDQ908007
Paul Fearnhead, Benjamin M. Taylor
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.1193
stochastic optimizationadaptive MCMCoptimal scalingadaptive sequential Monte CarloBayesian mixture analysis
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)
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