IDEAS home Printed from
   My bibliography  Save this article

Interacting sequential Monte Carlo samplers for trans-dimensional simulation


  • Jasra, Ajay
  • Doucet, Arnaud
  • Stephens, David A.
  • Holmes, Christopher C.


No abstract is available for this item.

Suggested Citation

  • Jasra, Ajay & Doucet, Arnaud & Stephens, David A. & Holmes, Christopher C., 2008. "Interacting sequential Monte Carlo samplers for trans-dimensional simulation," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1765-1791, January.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:4:p:1765-1791

    Download full text from publisher

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. Pierre Del Moral & Arnaud Doucet & Ajay Jasra, 2006. "Sequential Monte Carlo samplers," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(3), pages 411-436.
    2. repec:dau:papers:123456789/6072 is not listed on IDEAS
    3. Nicolas Chopin, 2002. "A sequential particle filter method for static models," Biometrika, Biometrika Trust, vol. 89(3), pages 539-552, August.
    4. Rosenthal, Jeffrey S., 2007. "AMCMC: An R interface for adaptive MCMC," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5467-5470, August.
    5. Ajay Jasra & David A. Stephens & Christopher C. Holmes, 2007. "Population-Based Reversible Jump Markov Chain Monte Carlo," Biometrika, Biometrika Trust, vol. 94(4), pages 787-807.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Creal, D., 2009. "A survey of sequential Monte Carlo methods for economics and finance," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    2. 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.
    3. Monica Billio & Roberto Casarin, 2010. "Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 145-167.
    4. McGrory, C.A. & Pettitt, A.N. & Titterington, D.M. & Alston, C.L. & Kelly, M., 2016. "Transdimensional sequential Monte Carlo using variational Bayes — SMCVB," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 246-254.
    5. 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.
    6. Monica Billio & Roberto Casarin, 2008. "Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods," Working Papers 0815, University of Brescia, Department of Economics.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:4:p:1765-1791. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.