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The Influence of Velocity Refresh in Sequential MCMC with the Invertible Particle Flow and Discrete Bouncy Particle Sampler
Sequential Markov Chain Monte Carlo (SMCMC) methods can be applied in the Bayesian inference framework with the nonlinear non-Gaussian state space model. SMCMC can avoid the weight degeneracy which impact the performance of Sequential Monte Carlo (SMC) methods in the high-dimensional state space model. Recently, Discrete Bouncy Particle Sampler (DBPS) …