Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (Q2435241): Difference between revisions
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scientific article
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English | Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models |
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Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models (English)
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4 February 2014
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additive functionals
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deviation inequalities
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FFBS
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FFBSi
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particle-based approximations
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sequential Monte Carlo methods
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