A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models (Q5962748): Difference between revisions

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scientific article; zbMATH DE number 6544752

Language	Label	Description	Also known as
English	A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models	scientific article; zbMATH DE number 6544752

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instance of

scholarly article

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title

A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models (English)

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Statistics and Computing

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publication date

23 February 2016

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full work available at URL

https://arxiv.org/abs/1208.5600

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http://hdl.handle.net/10016/25901

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zbMATH Keywords

population Monte Carlo

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importance sampling

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degeneracy of importance weights

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stochastic kinetic models

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MaRDI profile type

MaRDI publication profile

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cites work

Particle Markov Chain Monte Carlo Methods

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Fundamentals of stochastic filtering

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Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems

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On the stability of sequential Monte Carlo methods in high dimensions

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Advanced Lectures on Machine Learning

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Sequential Monte Carlo Samplers

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Sequential Monte Carlo Methods in Practice

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Bayesian Inference in Econometric Models Using Monte Carlo Integration

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Probability Inequalities for Sums of Bounded Random Variables

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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

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Sequential Imputations and Bayesian Missing Data Problems

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A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers

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Moment closure based parameter inference of stochastic kinetic models

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Q4828566

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Probability with Martingales

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Identifiers

zbMATH Open document ID

1331.65015

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Mathematics Subject Classification ID

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10.1007/S11222-013-9440-2

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Sitelinks

Mathematics(1 entry)

mardi Publication:5962748

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-.1007/s11222-013-9440-2
@@ Property / DOI: 10.1007/s11222-013-9440-2 / rank @@
-Normal rank
@@ Property / cites work @@
+Particle Markov Chain Monte Carlo Methods
@@ Property / cites work: Particle Markov Chain Monte Carlo Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
+Normal rank
@@ Property / cites work @@
+On the stability of sequential Monte Carlo methods in high dimensions
+Normal rank
@@ Property / cites work @@
+Advanced Lectures on Machine Learning
@@ Property / cites work: Advanced Lectures on Machine Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Samplers
@@ Property / cites work: Sequential Monte Carlo Samplers / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods in Practice
@@ Property / cites work: Sequential Monte Carlo Methods in Practice / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Econometric Models Using Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+Probability Inequalities for Sums of Bounded Random Variables
+Normal rank
@@ Property / cites work @@
+Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
+Normal rank
@@ Property / cites work @@
+Sequential Imputations and Bayesian Missing Data Problems
+Normal rank
@@ Property / cites work @@
+A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
+Normal rank
@@ Property / cites work @@
+Moment closure based parameter inference of stochastic kinetic models
+Normal rank
@@ Property / cites work @@
+Q4828566
@@ Property / cites work: Q4828566 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S11222-013-9440-2
@@ Property / DOI: 10.1007/S11222-013-9440-2 / rank @@
+Normal rank