Interacting Markov Chain Monte Carlo Models
- Pierre Del Moral, Arnaud Doucet
Interacting Markov Chain Monte Carlo Methods For Solving Nonlinear Measure-Valued Equations
HAL-INRIA RR-6435 [48p], [submitted] (Feb. 2008).
- Bernard Bercu, Pierre Del Moral, Arnaud Doucet
A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Models
HAL-INRIA RR-6436 [33p], [submitted] (Feb. 2008).
- Bernard Bercu, Pierre Del Moral, Arnaud Doucet
Fluctuations of Interacting Markov Chain Monte Carlo Models
HAL-INRIA RR-6438 [28p], [submitted] (Feb. 2008).
- Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral
Nonlinear Markov chain Monte Carlo
ESAIM: PROCEEDINGS, September 2007, Vol.19, 79-84
- Christophe Andrieu, Ajay Jasra, Arnaud Doucet, Pierre Del Moral
A Note on the equi-energy sampler
arXiv:0711.0164v1, Nov. 2007, Stochastic Analysis and Applications (to appear).