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Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers (2018)

First Author: Andrieu C

Attributed to: Bayesian Inference for Big Data with Stochastic Gradient Markov Chain Monte Carlo funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.3150/15-bej785

Publication URI: http://dx.doi.org/10.3150/15-bej785

Type: Journal Article/Review

Parent Publication: Bernoulli

Issue: 2