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Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation - MaRDI portal

Collective Proposal Distributions for Nonlinear MCMC samplers: Mean-Field Theory and Fast Implementation

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Publication:6325621

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DOI10.1214/22-EJS2091zbMath1515.65010arXiv1909.08988MaRDI QIDQ6325621

Jean Feydy, A. Diez, Grégoire Clarté

Publication date: 18 September 2019

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04) Monte Carlo methods (65C05) Discrete-time Markov processes on general state spaces (60J05) Random number generation in numerical analysis (65C10) Stochastic particle methods (65C35)

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