Particle MCMC algorithms and architectures for accelerating inference in state-space models()

Particle Markov Chain Monte Carlo (pMCMC) is a stochastic algorithm designed to generate samples from a probability distribution, when the density of the distribution does not admit a closed form expression. pMCMC is most commonly used to sample from the Bayesian posterior distribution in State-Spac...

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Detalles Bibliográficos
Autores principales: Mingas, Grigorios, Bottolo, Leonardo, Bouganis, Christos-Savvas
Formato: Online Artículo Texto
Lenguaje:English
Publicado: North-Holland 2017
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5362159/
https://www.ncbi.nlm.nih.gov/pubmed/28373744
http://dx.doi.org/10.1016/j.ijar.2016.10.011

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5362159/
https://www.ncbi.nlm.nih.gov/pubmed/28373744
http://dx.doi.org/10.1016/j.ijar.2016.10.011

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