On population-based simulation for static inference

@article{Jasra2007OnPS,
  title={On population-based simulation for static inference},
  author={Ajay Jasra and David A. Stephens and Christopher C. Holmes},
  journal={Statistics and Computing},
  year={2007},
  volume={17},
  pages={263-279}
}
Abstract In this paper we present a review of population-based simulation for static inference problems. Such methods can be described as generating a collection of random variables {Xn}n=1,…,N in parallel in order to simulate from some target density π (or potentially sequence of target densities). Population-based simulation is important as many challenging sampling problems in applied statistics cannot be dealt with successfully by conventional Markov chain Monte Carlo (MCMC) methods. We… CONTINUE READING

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