A new class of interacting Markov chain Monte Carlo methods

DOI10.1016/j.crma.2009.11.006zbMath1185.60084OpenAlexW2058886342MaRDI QIDQ847107

Arnaud Doucet, Pierre Del Moral

Publication date: 12 February 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2009.11.006

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

Related Items (1)

Parallel hierarchical sampling: a general-purpose interacting Markov chains Monte Carlo algorithm

Cites Work

• Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
• Sequential Monte Carlo Methods in Practice
• On convergence of chains with occupational self–interactions
• Monte Carlo strategies in scientific computing
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