Particle Markov chain Monte Carlo for efficient numerical simulation

Monte Carlo and Quasi-Monte Carlo Methods 2008

Volumn , Issue , 2009, Pages 45-60

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

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN NETWORKS; INFERENCE ENGINES; MARKOV CHAINS; PROBABILITY DISTRIBUTIONS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

BAYESIAN INFERENCE; HIGH-DIMENSIONAL; HIGHLY-CORRELATED; MCMC ALGORITHMS; PARTICLE MARKOV CHAIN MONTE CARLO; PROPOSAL DISTRIBUTION; STOCHASTIC KINETICS;

MONTE CARLO METHODS;

EID: 84867660527     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/978-3-642-04107-5_3     Document Type: Conference Paper

References (12)

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