Bercu, Bernard; Del Moral, Pierre; Doucet, Arnaud Fluctuations of interacting Markov chain Monte Carlo methods. (English) Zbl 1244.60043 Stochastic Processes Appl. 122, No. 4, 1304-1331 (2012). Reviewer: Ferenc Móricz (Szeged) MSC: 60G35 60J85 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre On nonlinear Markov chain Monte Carlo. (English) Zbl 1241.60037 Bernoulli 17, No. 3, 987-1014 (2011). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 60J22 65C05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Brockwell, Anthony; Del Moral, Pierre; Doucet, Arnaud Sequentially interacting Markov chain Monte Carlo methods. (English) Zbl 1251.65002 Ann. Stat. 38, No. 6, 3387-3411 (2010). MSC: 65C05 65C40 60J22 60J05 62F15 62M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
del Moral, Pierre; Doucet, Arnaud Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations. (English) Zbl 1198.65024 Ann. Appl. Probab. 20, No. 2, 593-639 (2010). Reviewer: Heinrich Hering (Rockenberg) MSC: 65C05 47H20 60G35 60J85 62G09 47D08 47G10 62L20 65C40 60J22 60H25 47J25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Andrieu, Christophe; Jasra, Ajay; Doucet, Arnaud; Del Moral, Pierre A note on convergence of the equi-energy sampler. (English) Zbl 1214.82098 Stochastic Anal. Appl. 26, No. 2, 298-312 (2008). MSC: 82C80 60F99 62F15 65C05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv