Particle Metropolis-Hastings using gradient and Hessian information (Q5963543)
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scientific article; zbMATH DE number 6543333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle Metropolis-Hastings using gradient and Hessian information |
scientific article; zbMATH DE number 6543333 |
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Particle Metropolis-Hastings using gradient and Hessian information (English)
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22 February 2016
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sequential Monte Carlo
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particle Markov chain Monte Carlo
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manifold MALA
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fixed-lag particle smoothing
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parameter inference
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