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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...
Autores principales: | Everitt, Richard G., Culliford, Richard, Medina-Aguayo, Felipe, Wilson, Daniel J. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2019
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Materias: | |
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 |
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