1. Particle Markov chain Monte Carlo methods (with discussion);Andrieu;J. R. Stat. Soc. Ser. B,2010
2. The pseudo-marginal approach for efficient Monte Carlo computations;Andrieu;Ann. Statist.,2009
3. Inference in Hidden Markov Models;Cappé,2005
4. Markov chain Monte Carlo methods for stochastic volatility models;Chib;J. Econometrics,2002
5. Chopin, N., Singh, S.S., 2013. On the particle Gibbs sampler. Working paper, ENSAE. http://arxiv.org/abs/1304.1887.