Sequential monte carlo samplers
凝聚态物理
2007-05-23 v1
摘要
This paper shows how one can use Sequential Monte Carlo methods to perform what is typically done using Markov chain Monte Carlo methods. This leads to a general class of principled integration and genetic type optimization methods based on interacting particle systems.
引用
@article{arxiv.cond-mat/0212648,
title = {Sequential monte carlo samplers},
author = {Pierre Del Moral and Arnaud Doucet},
journal= {arXiv preprint arXiv:cond-mat/0212648},
year = {2007}
}