Interacting Particle Markov Chain Monte Carlo

ICML, pp. 2616-2625, 2016.

Cited by: 27|Views26
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Abstract:

We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC method based on an interacting pool of standard and conditional sequential Monte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte Carlo sampler on an extended space. We present empirical results that show significant improvements in mixing rat...More

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