Sequential Bayesian Computation / Computation bayésienne séquentielle
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Tác giả chưa xác định. Sequential Bayesian Computation / Computation bayésienne séquentielle. Thesis, HAL - Pháp.
Việt Nam (chuẩn TCVN 5453:1991):
. Sequential Bayesian Computation / Computation bayésienne séquentielle. Thesis. HAL - Pháp. Truy cập từ .
Tóm tắt
This thesis is composed of two parts. The first part focuses on Sequential Monte Carlo samplers, a family of algorithms to sample from a sequence of distributions using a combination of importance sampling and Markov chain Monte Carlo (MCMC). We propose an improved version of these samplers which exploits intermediate particles created by the application of multiple MCMC steps. The resulting algorithm has a better performance, is more robust and comes with variance estimators. The second part an...