On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
نویسندگان
چکیده
منابع مشابه
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation
We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm introduced by Liu (2001), termed SMC sampler PRC, and show that this variant can be considered under the same framework of the sequential Monte Carlo sampler of Del Moral et al. (2006). We make connections with existing algorithms and theoretical results, and extend some theoretical results to the SMC...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2012
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-012-9315-y