An $\mathcal{O}({\log }_{2}N)$ SMC${}^2$ Algorithm on Distributed Memory with an Approx. Optimal L-Kernel

Conor Rosato, Alessandro Varsi, Joshua Murphy +1

Calibrating statistical models using Bayesian inference often requires both accurate and timely estimates of parameters of interest. Particle Markov Chain Monte Carlo (p-MCMC) and…