Finke, Axel; Johansen, Adam; Spanò, Dario - In: Annals of the Institute of Statistical Mathematics 66 (2014) 3, pp. 577-609
We develop particle Gibbs samplers for static-parameter estimation in discretely observed piecewise deterministic …-reduction techniques known as backward and ancestor sampling. Finally, we propose a novel Gibbs step that improves mixing in particle Gibbs … provide a comparison between the two particle Gibbs samplers for PDPs developed in this paper. Simulation results indicate …