Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator (Q5258423)
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scientific article; zbMATH DE number 6450867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator |
scientific article; zbMATH DE number 6450867 |
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Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator (English)
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26 June 2015
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intractable likelihood
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Metropolis-Hastings algorithm
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particle filter
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sequential Monte Carlo
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state-space model
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