Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models

DOI10.1080/10618600.2020.1840998OpenAlexW3095146429WikidataQ108529751 ScholiaQ108529751MaRDI QIDQ5066452

Błażej Miasojedow, Wojciech Niemiro, Tomasz Cąkała

Publication date: 29 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.01660

zbMATH Keywords

hidden Markov modelGibbs samplersequential Monte Carlopseudo-marginalancestor samplingindependent metropolis-Hastings algorithmpiecewise deterministic semi-Markov process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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