Sequential MCMC with the discrete bouncy particle sampler

TitleSequential MCMC with the discrete bouncy particle sampler
Publication TypeConference Paper
Year of Publication2018
AuthorsPal, S., and M. Coates
Conference NameIEEE Statistical Signal Processing Workshop (SSP)
Date PublishedAccepted
PublisherIEEE
Conference LocationFreiburg, Germany
KeywordsBayesian inference, Discrete Bouncy Particle Sampler, high dimensional filtering, Markov chain Monte Carlo
AttachmentSize
ssp18_v4.pdf210.86 KB