Particle Metropolis–Hastings using gradient and Hessian information

Statistics and Computing

Volumn 25, Issue 1, 2015, Pages 81-92

  Dahlin, Johan ^a   Lindsten, Fredrik ^b   Schön, Thomas B ^c  

^a LINKÖPING UNIVERSITY   (Sweden)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UPPSALA UNIVERSITY   (Sweden)

Author keywords

Fixed lag particle smoothing; Manifold MALA; Parameter inference; Particle Markov chain Monte Carlo; Sequential Monte Carlo

Indexed keywords

EID: 84925494064     PISSN: 09603174     EISSN: 15731375     Source Type: Journal    
DOI: 10.1007/s11222-014-9510-0     Document Type: Article

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