Divide-and-Conquer With Sequential Monte Carlo
نویسندگان
چکیده
منابع مشابه
Divide-and-Conquer with Sequential Monte Carlo
We propose a novel class of Sequential Monte Carlo (SMC) algorithms, appropriate for inference in probabilistic graphical models. This class of algorithms adopts a divide-and-conquer approach based upon an auxiliary tree-structured decomposition of the model of interest, turning the overall inferential task into a collection of recursively solved sub-problems. The proposed method is applicable ...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2017
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2016.1237363