Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm (Q6153999): Difference between revisions

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Latest revision as of 13:27, 28 August 2024

scientific article; zbMATH DE number 7820388
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English
Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
scientific article; zbMATH DE number 7820388

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    Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm (English)
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    19 March 2024
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    adaptive sequential Monte Carlo methods
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    central limit theorem
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    effective sample size
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    particle-path degeneracy
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    particle smoothing
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    state-space models
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