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Uniform ergodicity of the iterated conditional SMC and geometric ergodicity of particle Gibbs samplers
Andrieu, Christophe, Lee, Anthony, Vihola, MattiVolume:
24
Language:
english
Journal:
Bernoulli
DOI:
10.3150/15-BEJ785
Date:
May, 2018
File:
PDF, 287 KB
english, 2018