Blocking strategies and stability of particle Gibbs samplers

DOI10.1093/BIOMET/ASX051OpenAlexW2963039334MaRDI QIDQ5384551

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Publication date: 24 June 2019

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.08362

zbMATH Keywords

hidden Markov modelMarkov chain Monte Carloparticle filterparticle Gibbs sampling

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (6)

Convergence rates of the blocked Gibbs sampler with random scan in the Wasserstein metric ⋮ Advanced Multilevel Monte Carlo Methods ⋮ Conditional sequential Monte Carlo in high dimensions ⋮ Coupled conditional backward sampling particle filter ⋮ Smoothing With Couplings of Conditional Particle Filters ⋮ Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models

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