The output of an SMC sampler where the initial distribution is a Gaussian and the final target is a mixture of Gaussians. 25 particles were used, with an adaptive method to determine the sequence of targets, and a Metropolis-Hastings move to move the particles at each step.
Source:R/data.R
mixture_25_particles.Rd
The output of an SMC sampler where the initial distribution is a Gaussian and the final target is a mixture of Gaussians. 25 particles were used, with an adaptive method to determine the sequence of targets, and a Metropolis-Hastings move to move the particles at each step.