Particle Markov chain Monte Carlo methods

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 72, Issue 3, 2010, Pages 269-342

  Andrieu, Christophe ^a   Doucet, Arnaud ^b,c   Holenstein, Roman ^b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Bayesian inference; Markov chain Monte Carlo methods; Sequential Monte Carlo methods; State space models

Indexed keywords

EID: 77953523599     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2009.00736.x     Document Type: Article

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