Particle Markov chain Monte Carlo
Markov chain Monte Carlo (MCMC) and sequential Monte Carlo (SMC) methods have emerged as the two main tools to sample from high-dimensional probability distributions. Although asymptotic convergence of MCMC algorithms is ensured under weak assumptions, the performance of these latters is unreliable...
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| Format: | Others |
| Language: | English |
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University of British Columbia
2009
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| Online Access: | http://hdl.handle.net/2429/7319 |