Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein

Details Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein

2009-11-19

arxiv.org/abs/0911.3866v1

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This merged extended version of our two comments to be published in the discussion of Andrieu, C., A. Doucet, and R. Holenstei

Scientific paper

We merge in this note our two discussions about the Read Paper "Particle
Markov chain Monte Carlo" (Andrieu, Doucet, and Holenstein, 2010) presented on
October 16th 2009 at the Royal Statistical Society, appearing in the Journal of
the Royal Statistical Society Series B. We also present a more detailed version
of the ABC extension.

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