Sequential monte carlo samplers

Details Sequential monte carlo samplers Sequential monte carlo samplers

2002-12-31

arxiv.org/abs/cond-mat/0212648v1

Physics

Condensed Matter

Scientific paper

This paper shows how one can use Sequential Monte Carlo methods to perform
what is typically done using Markov chain Monte Carlo methods. This leads to a
general class of principled integration and genetic type optimization methods
based on interacting particle systems.

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