On Particle Learning
Abstract
This document is the aggregation of six discussions of Lopes et al. (2010) that we submitted to the proceedings of the Ninth Valencia Meeting, held in Benidorm, Spain, on June 3-8, 2010, in conjunction with Hedibert Lopes' talk at this meeting, and of a further discussion of the rejoinder by Lopes et al. (2010). The main point in those discussions is the potential for degeneracy in the particle learning methodology, related with the exponential forgetting of the past simulations. We illustrate in particular the resulting difficulties in the case of mixtures.
Cite
@article{arxiv.1006.0554,
title = {On Particle Learning},
author = {Nicolas Chopin and Alessandra Iacobucci and Jean-Michel Marin and Kerrie Mengersen and Christian P. Robert and Robin Ryder and Christian Schäfer},
journal= {arXiv preprint arXiv:1006.0554},
year = {2015}
}
Comments
14 pages, 9 figures, discussions on the invited paper of Lopes, Carvalho, Johannes, and Polson, for the Ninth Valencia International Meeting on Bayesian Statistics, held in Benidorm, Spain, on June 3-8, 2010. To appear in Bayesian Statistics 9, Oxford University Press (except for the final discussion)