Blocking strategies and stability of particle Gibbs samplers-Reference-Cited by-同舟云学术

Blocking strategies and stability of particle Gibbs samplers

Published:2017-10-16 Issue:4 Volume:104 Page:953-969
ISSN:0006-3444
Container-title:Biometrika
language:en
Short-container-title:

Author:

Singh S S¹,Lindsten F²,Moulines E³

Affiliation:

1. Department of Engineering, University of Cambridge, Trumpington Street, Cambridge CB2 1PZ, U.K. sss40@cam.ac.uk

2. Department of Information Technology, Uppsala University, Lägerhyddsv. 2, Uppsala 751 05, Sweden fredrik.lindsten@it.uu.se

3. Centre de Mathématiques Appliquées, École Polytechnique, Route de Saclay, 91128 Palaiseau Cedex, France eric.moulines@polytechnique.edu

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,General Agricultural and Biological Sciences,Agricultural and Biological Sciences (miscellaneous),General Mathematics,Statistics and Probability

Link

http://academic.oup.com/biomet/article-pdf/104/4/953/24331535/asx051.pdf

Reference18 articles.

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2. Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers.;Andrieu;Bernoulli,2017

3. On Gibbs sampling for state space models.;Carter;Biometrika,1994

4. On particle Gibbs sampling.;Chopin;Bernoulli,2015

5. Feynman-Kac Formulae

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