Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers

DOI10.1007/s10463-014-0455-zzbMath1337.62203OpenAlexW2026029549MaRDI QIDQ457269

Axel Finke, Dario Spanò, Adam M. Johansen

Publication date: 26 September 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0455-z

zbMATH Keywords

sequential Monte Carlopiecewise deterministic processesparticle MCMCparticle Gibbs sampler

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models

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