Particle smoothing via Markov chain Monte Carlo in general state space models
نویسندگان
چکیده
منابع مشابه
Particle Markov Chain Monte Carlo
Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods have emerged as the two main tools to sample from high-dimensional probability distributions. Although asymptotic convergence of MCMC algorithms is ensured under weak assumptions, the performance of these latters is unreliable when the proposal distributions used to explore the space are poorly chosen and/or if highly corr...
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Markov chain Monte Carlo and sequential Monte Carlo methods have emerged as the two main tools to sample from high dimensional probability distributions.Although asymptotic convergence of Markov chain Monte Carlo algorithms is ensured under weak assumptions, the performance of these algorithms is unreliable when the proposal distributions that are used to explore the space are poorly chosen and...
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ژورنال
عنوان ژورنال: International Journal of Computing Science and Mathematics
سال: 2018
ISSN: 1752-5055,1752-5063
DOI: 10.1504/ijcsm.2018.091733