Limit theorems for weighted samples with applications to sequential Monte Carlo methods

DOI10.1214/07-AOS514zbMath1155.62056arXivmath/0507042OpenAlexW1982576580MaRDI QIDQ955144

Randal Douc, Eric Moulines

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507042

zbMATH Keywords

branchingparticle filteringconditional central limit theorems

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sequential statistical methods (62L99) Monte Carlo methods (65C05) Sequential statistical analysis (62L10) Stochastic particle methods (65C35)

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Cites Work

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