Sequential Monte Carlo samplers

Del Moral, Pierre, Doucet, Arnaud, Jasra, Ajay . Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006. 68 (3) :411-436

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Bibtex

@article{CIS-210021,
  Author = {Del Moral, Pierre and Doucet, Arnaud and Jasra, Ajay},
  Title = {Sequential Monte Carlo samplers},
  Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
  Volume = {68},
  Number = {3},
  Year = {2006},
  Pages = {411--436},
  Keywords = {Resampling, Importance sampling, Simulated annealing, Markov chain Monte Carlo methods, sequential Monte Carlo methods, Ratio of normalizing constants}
}

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