Comments on particle MCMC (2)
Julien Cornebise and Gareth Peters have followed our lead (!) and published their comments on the Read Paper by Christophe Andrieu, Arnaud Doucet and Roman Holenstein, Particle Markov chain Monte Carlo into a collated and completemented arXiv document.They suggest an interesting extension into an ABC version.
November 20, 2009 at 6:31 pm
Thanks for the link, Xian !