Sequential Monte Carlo with transformations

This paper examines methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. For this, we use sequential Monte Carlo samplers, introducing the innovation of using deterministic transformations to move particles effectively between targ...

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Detalles Bibliográficos
Autores principales: Everitt, Richard G., Culliford, Richard, Medina-Aguayo, Felipe, Wilson, Daniel J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7026014/
https://www.ncbi.nlm.nih.gov/pubmed/32116416
http://dx.doi.org/10.1007/s11222-019-09903-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7026014/
https://www.ncbi.nlm.nih.gov/pubmed/32116416
http://dx.doi.org/10.1007/s11222-019-09903-y

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