Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach (Q6120821): Difference between revisions

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Latest revision as of 17:58, 28 August 2024

scientific article; zbMATH DE number 7824089
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English
Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach
scientific article; zbMATH DE number 7824089

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    Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach (English)
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    26 March 2024
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    asymptotic variance
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    central limit theorem
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    particle filtering
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    particle smoothing
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    sequential Monte Carlo methods
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