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Markov Chain Monte Carlo Methods for State-Space Models with Point Process Observations

✍ Scribed by Yuan, Ke; Girolami, Mark; Niranjan, Mahesan


Book ID
118236389
Publisher
MIT Press
Year
2012
Tongue
English
Weight
590 KB
Volume
24
Category
Article
ISSN
0899-7667

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πŸ“œ SIMILAR VOLUMES


Quasi-Monte Carlo methods for Markov cha
✍ R. El Haddad; C. LΓ©cot; P. L’Ecuyer; N. Nassif πŸ“‚ Article πŸ“… 2010 πŸ› Elsevier Science 🌐 English βš– 297 KB

We describe a quasi-Monte Carlo method for the simulation of discrete time Markov chains with continuous multi-dimensional state space. The method simulates copies of the chain in parallel. At each step the copies are reordered according to their successive coordinates. We prove the convergence of t