The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo (Q3459223): Difference between revisions

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+A variant of importance splitting for rare event estimation
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+The pseudo-marginal approach for efficient Monte Carlo computations
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+Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
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+Sequential Monte Carlo for rare event estimation
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+A nonasymptotic theorem for unnormalized Feynman-Kac particle models
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+Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
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+Particle Motions in Absorbing Medium with Hard and Soft Obstacles
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+An adaptive sequential Monte Carlo method for approximate Bayesian computation
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+Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
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+Filtering via approximate Bayesian computation
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+Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
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+Approximate Bayesian Computation for Smoothing
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+On mixtures of \(\chi^ 2\)-and \(F\)-distributions which yield distributions of the same family
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+Stochastic orders
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