Quasi-Newton particle Metropolis-Hastings
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- Thomas A. Dean & Sumeetpal S. Singh & Ajay Jasra & Gareth W. Peters, 2014. "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 970-987, December.
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- Christophe Andrieu & Arnaud Doucet & Roman Holenstein, 2010. "Particle Markov chain Monte Carlo methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 269-342, June.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2015-02-22 (Econometrics)
- NEP-ETS-2015-02-22 (Econometric Time Series)
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