Twisting the alive particle filter

DOI10.1007/S11009-014-9422-7zbMath1339.65011arXiv1308.4462OpenAlexW1622645554MaRDI QIDQ292346

Adam Persin, Ajay Jasr

Publication date: 8 June 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.4462

zbMATH Keywords

numerical examplehidden Markov modelsMetropolis-Hastings algorithmsequential Monte Carloapproximate Bayesian computationparticle Markov chain Monte Carloalive particle filterstwisted particle filters

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (1)

Approximate Bayesian Computation for a Class of Time Series Models

Cites Work

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