m-PGibbs, a marginalized particle Gibbs algorithm, replaces the Gibbs parameter update with a conditional sequential Monte Carlo step and shows more robust mixing than PMMH for small particle numbers.
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Particle Gibbs without the Gibbs bit
m-PGibbs, a marginalized particle Gibbs algorithm, replaces the Gibbs parameter update with a conditional sequential Monte Carlo step and shows more robust mixing than PMMH for small particle numbers.