Interacting sequential Monte Carlo samplers for trans-dimensional simulation
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 52 (2008)
Issue (Month): 4 (January)
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Web page: http://www.elsevier.com/locate/csda
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- Rigat, F. & Mira, A., 2012. "Parallel hierarchical sampling: A general-purpose interacting Markov chains Monte Carlo algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1450-1467.
- Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics.
- Morio, Jérôme & Jacquemart, Damien & Balesdent, Mathieu & Marzat, Julien, 2013. "Optimisation of interacting particle systems for rare event estimation," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 117-128.
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