Sequential Monte Carlo samplers with independent Markov chain Monte Carlo proposals

DOI10.1214/18-BA1129zbMath1421.62059OpenAlexW2898777889WikidataQ62899297 ScholiaQ62899297MaRDI QIDQ2316983

Christopher C. Drovandi, L. F. South, Anthony N. Pettitt

Publication date: 7 August 2019

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1560240027

zbMATH Keywords

copulaevidenceimportance samplingMarkov chain Monte Carlomarginal likelihoodindependent proposal

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Sequential estimation (62L12)

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