An adaptive sequential monte carlo sampler

Bayesian Analysis

Volumn 8, Issue 2, 2013, Pages 411-438

  Fearnhead, Paul ^a   Taylor, Benjamin M ^b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Adaptive MCMC; Adaptive sequential monte carlo; Bayesian mixture analysis; Optimal scaling; Stochastic optimization

Indexed keywords

EID: 84878536475     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/13-BA814     Document Type: Article

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