Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations

Annals of Applied Probability

Volumn 20, Issue 2, 2010, Pages 593-639

  Del Moral, Pierre ^a   Doucet, Arnaud ^b,c  

^a UNIVERSITÉ DE BORDEAUX   (France)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Feynman Kac formulae; Markov chain Monte Carlo methods; Metropolis Hastings algorithm; Self interacting processes; Sequential Monte Carlo methods; Time inhomogeneous Markov chains

Indexed keywords

EID: 77949732978     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/09-AAP628     Document Type: Article

References (12)

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