2009-10-13-particle-mcmc-at-rss.html

--- 
type: post
status: publish
published: true
title: Particle MCMC at RSS
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  _edit_last: "1"
tags: 
- Statistics
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---
Tomorrow (14th Oct) at the Royal Statistical Society a <a title="Particle MCMC" href="http://www.rss.org.uk/main.asp?page=1836#Oct2009Meeting" target="_blank">paper is being read</a> entitled `Particle Markov chain Monte Carlo methods.' The <a title="Particle MCMC paper" href="http://www.rss.org.uk/pdf/Andrieu_et_al._14.10.09.pdf" target="_blank">paper</a> uses sequential Monte Carlo methods to provide a proposal for the joint distribution of latent states in a state-space model.