Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein

Date
Authors
Cornebise, Julien
Peters, Gareth W.
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
We merge in this note our two discussions about the Read Paper "Particle Markov chain Monte Carlo" (Andrieu, Doucet, and Holenstein, 2010) presented on October 16th 2009 at the Royal Statistical Society, appearing in the Journal of the Royal Statistical Society Series B. We also present a more detailed version of the ABC extension.
Comment: This merged extended version of our two comments to be published in the discussion of Andrieu, C., A. Doucet, and R. Holenstein (2010), Particle Markov chain Monte Carlo methods. J. R. Statis. Soc. B 72 (2), 1-33. is available as a technical report of Statistical and Applied Mathematical Sciences Institute (SAMSI), see http://www.samsi.info/TR/tr2009-07.pdf
Keywords
Statistics - Methodology, Statistics - Computation
Citation
Collections