Long-term stability of sequential Monte Carlo methods under verifiable conditions (Q744372): Difference between revisions
From MaRDI portal
Latest revision as of 09:09, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Long-term stability of sequential Monte Carlo methods under verifiable conditions |
scientific article |
Statements
Long-term stability of sequential Monte Carlo methods under verifiable conditions (English)
0 references
25 September 2014
0 references
asymptotic variance
0 references
general hidden Markov models
0 references
local Doeblin condition
0 references
bootstrap particle filter
0 references
sequential Monte Carlo methods
0 references
time uniform convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references