Interacting sequential Monte Carlo samplers for trans-dimensional simulation

Computational Statistics and Data Analysis

Volumn 52, Issue 4, 2008, Pages 1765-1791

  Jasra, Ajay ^a   Doucet, Arnaud ^b   Stephens, David A ^c   Holmes, Christopher C ^d  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c MCGILL UNIVERSITY   (Canada)

^d UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Adaptive methods; Bayesian model selection; Feynman Kac formulae; Markov chain Monte Carlo; Sequential Monte Carlo; Trans dimensional simulation

Indexed keywords

BAYESIAN NETWORKS; COMPUTER SIMULATION; MARKOV PROCESSES; PROBLEM SOLVING; SAMPLING;

ADAPTIVE METHODS; BAYESIAN MODEL SELECTIONS; FEYNMAN-KAC FORMULAE; MARKOV CHAIN MONTE CARLO; SEQUENTIAL MONTE CARLO; TRANS-DIMENSIONAL SIMULATIONS;

MONTE CARLO METHODS;

EID: 35748937372     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.09.009     Document Type: Article

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