Comments on "Particle Markov Chain Monte Carlo" by C. Andrieu, A. Doucet and R. Hollenstein

TL;DR

This paper provides commentary and extensions on the original 'Particle Markov Chain Monte Carlo' work, including detailed discussion and an ABC extension, to clarify and expand on the original methodology.

Contribution

It offers detailed commentary and an extended ABC version of the original Particle MCMC method, enhancing understanding and applicability.

Findings

Clarified the original Particle MCMC methodology

Presented a detailed ABC extension

Enhanced understanding of particle-based Bayesian inference

Abstract

We merge in this note our two discussions about the Read Paper "Particle Markov chain Monte Carlo" (Andrieu, Doucet, and Holenstein, 2010) presented on October 16th 2009 at the Royal Statistical Society, appearing in the Journal of the Royal Statistical Society Series B. We also present a more detailed version of the ABC extension.