Lookahead strategies for sequential Monte Carlo

DOI10.1214/12-STS401zbMath1332.62144arXiv1302.5206OpenAlexW2055654935MaRDI QIDQ254340

Ming Lin, Rong Chen, Jun S. Liu

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.5206

zbMATH Keywords

multilevelsequential Monte Carloadaptive lookaheadlookahead samplinglookahead weightingpilot lookahead

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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