Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC

I Botha, R Kohn, L South, C Drovandi - arxiv preprint arxiv:2307.11553, 2023 - arxiv.org
Sequential Monte Carlo squared (SMC $^ 2$; Chopin et al., 2012) methods can be used to
sample from the exact posterior distribution of intractable likelihood state space models …

Adaptive Bayesian Algorithms for Complex State Space and Mathematical Models

I Botha - 2024 - eprints.qut.edu.au
Calibrating statistical models to data can be a challenging task, particularly when the model
is difficult or time consuming to evaluate. Methods that infer the parameters of these models …