Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models
DOI10.1007/s11222-021-10034-6zbMath1476.62013arXiv2101.03079OpenAlexW3196431404MaRDI QIDQ2058890
Jacob Vorstrup Goldman, Sumeetpal S. Singh
Publication date: 10 December 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.03079
Markov chain Monte Carlostate-space modelpiecewise-deterministic Markov processparticle Gibbsbouncy particle sampler
Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
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