An adaptive sequential Monte Carlo sampler

DOI10.1214/13-BA814zbMath1329.62055arXiv1005.1193OpenAlexW2040276592MaRDI QIDQ908007

Paul Fearnhead, Benjamin M. Taylor

Publication date: 2 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.1193

zbMATH Keywords

stochastic optimizationadaptive MCMCoptimal scalingadaptive sequential Monte CarloBayesian mixture analysis

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05)

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