@T.L.Griffiths:2008:dd194 - Sec. 5.0 Markov Chain Monte Carlo (pp. 31-34)
a) Under what conditions is it not necessary to use an approximate sampling method to solve a Bayesian equation?
b) What are the major differences between Gibbs sampling and Metropolis-Hastings sampling?
a) As the number of particles increases, what happens to a particle filter’s accuracy? What happens to its run-time? Would you want an infinite number of particles? Why or why not?
b) Describe a phenomenon that particle filters be particularly good for modeling. Why do you think a particle filter would be helpful?
Algorithms for Inference For a somewhat longer, mathier disucssion of MCMC algorithms, see @andrieu2003introduction.