| PMMH | Particle Marginal Metropolis–Hastings |
| REPMMH | Replica Exchange Particle Marginal Metropolis–Hastings |
| SMC | Sequential Monte Carlo |
| EM | Expectation–Maximization |
| MCMC | Markov Chain Monte Carlo |
| PMCMC | Particle Markov Chain Monte Carlo |
| MH | Metropolis–Hastings |
| PG | Particle Gibbs |
| PGAS | Particle Gibbs with Ancestor Sampling |
| REPGAS | Replica Exchange Particle Gibbs with Ancestor Sampling |
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