{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/interacting-particle-markov-chain-monte-carlo","title":"Interacting Particle Markov Chain Monte Carlo","arxiv_id":"1602.05128","date":"2016-02-16","proceeding":null,"authors":["Tom Rainforth","Christian A. Naesseth","Fredrik Lindsten","Brooks Paige","Jan-Willem van de Meent","Arnaud Doucet","Frank Wood"],"abstract":"We introduce interacting particle Markov chain Monte Carlo (iPMCMC), a PMCMC\nmethod based on an interacting pool of standard and conditional sequential\nMonte Carlo samplers. Like related methods, iPMCMC is a Markov chain Monte\nCarlo sampler on an extended space. We present empirical results that show\nsignificant improvements in mixing rates relative to both non-interacting PMCMC\nsamplers, and a single PMCMC sampler with an equivalent memory and\ncomputational budget. An additional advantage of the iPMCMC method is that it\nis suitable for distributed and multi-core architectures.","url_abs":"http://arxiv.org/abs/1602.05128v3","url_pdf":"http://arxiv.org/pdf/1602.05128v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"interacting-particle-markov-chain-monte-carlo","repo_url":"https://bitbucket.org/twgr/ipmcmc","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1602.05128","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}