Particle Markov chain Monte Carlo methods

Date: 2010

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Reference

Andrieu, C., Doucet, A. and Holenstein, R. (2010) ‘Particle Markov chain Monte Carlo methods’,Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72(3), pp. 269–342.

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Author

Prof. Arnaud Doucet

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Particle Markov chain Monte Carlo methods

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