Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations
DOI10.1214/09-AAP628zbMath1198.65024arXiv1009.5749OpenAlexW2034598556MaRDI QIDQ968777
Arnaud Doucet, Pierre Del Moral
Publication date: 6 May 2010
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.5749
Metropolis-Hastings algorithmMarkov chain Monte Carlo methodssequential Monte Carlo methodsself-interacting processestime-inhomogeneous Markov chainsFeynman-Kac formulae
Computational methods in Markov chains (60J22) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Semigroups of nonlinear operators (47H20) Iterative procedures involving nonlinear operators (47J25) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of branching processes (60J85) Numerical analysis or methods applied to Markov chains (65C40) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic approximation (62L20) Integral operators (47G10) Schrödinger and Feynman-Kac semigroups (47D08)
Related Items (6)
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