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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
North-Holland
2017
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| Materias: | |
| 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 |