A lognormal central limit theorem for particle approximations of normalizing constants (Q2514286): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1307.0181 / rank | |||
Normal rank | |||
Latest revision as of 07:09, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lognormal central limit theorem for particle approximations of normalizing constants |
scientific article |
Statements
A lognormal central limit theorem for particle approximations of normalizing constants (English)
0 references
3 February 2015
0 references
Feynman-Kac models
0 references
mean field interacting particle systems
0 references
nonlinear filtering
0 references
particle absorption models
0 references
quasi-invariant measures
0 references
central limit theorems
0 references
