Comment on "Sequential Monte Carlo for Bayesian Computation" (P. Del Moral, A. Doucet, A. Jasra)

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

The main question concerns another recent advance in sequential Monte Carlo, the use of a mixture transition kernel that automatically adapts to the target distribution (Douc et al. 2006). Is there a class of static inference problems for which the backward-kernel approach is better suited, or is it too early to predict which method may have better performance in a particular situation?
To appear in the published proceedings of the Eighth Valencia International Meeting on Bayesian Statistics

Keywords

Statistics Theory, Probability

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/131106

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0606557
 http://arxiv.org/abs/math/0606557

Collections

arXiv