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Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models
We propose a novel blocked version of the continuous-time bouncy particle sampler of Bouchard-Côté et al. (J Am Stat Assoc 113(522):855–867, 2018) which is applicable to any differentiable probability density. This alternative implementation is motivated by blocked Gibbs sampling for state-space mod...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8408370/ https://www.ncbi.nlm.nih.gov/pubmed/34483502 http://dx.doi.org/10.1007/s11222-021-10034-6 |