Convergence properties of weighted particle islands with application to the double bootstrap algorithm
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Publication:2974617
DOI10.1214/15-SSY190zbMath1381.60069arXiv1410.4231OpenAlexW2950065549MaRDI QIDQ2974617
Jimmy Olsson, Pierre Del Moral, Christelle Vergé, Eric Moulines
Publication date: 10 April 2017
Full work available at URL: https://arxiv.org/abs/1410.4231
central limit theoremparallelizationparticle filtersequential Monte Carlo methodsexponential deviationparticle island models
Computational methods in Markov chains (60J22) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)
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