Theory of segmented particle filters (Q2806346)

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Theory of segmented particle filters
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    title
    Theory of segmented particle filters (English)
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    DOI
    10.1017/apr.2015.7
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    author
    Hock Peng Chan
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    Chiang-Wee Heng
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    Ajay Jasra
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    publication date
    17 May 2016
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    Mathematics Subject Classification ID
    65C60
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    62M05
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    62M20
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    65C05
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    65Y05
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    zbMATH DE Number
    6581250
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    zbMATH Keywords
    parallel processing
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    sequential Monte Carlo
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    standard error estimation
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    numerical example
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    estimation of hidden Markov models
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    algorithm
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    particle filter
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