Particle Markov chain Monte Carlo methods

Author:

Andrieu Christophe,Doucet Arnaud,Holenstein Roman

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference151 articles.

1. Andrieu , C. Berthelesen , K. Doucet , A. Roberts , G. O. 2007 The expected auxiliary variable method for Monte Carlo simulation Working Paper

2. The pseudo-marginal approach for efficient computation;Andrieu;Ann. Statist.,2009

3. A tutorial on adaptive MCMC;Andrieu;Statist. Comput.,2008

4. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics (with discussion);Barndorff-Nielsen;J. R. Statist. Soc. B,2001a

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