On the role of interaction in sequential Monte Carlo algorithms (Q5963509)

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scientific article; zbMATH DE number 6543278
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On the role of interaction in sequential Monte Carlo algorithms
scientific article; zbMATH DE number 6543278

    Statements

    title
    On the role of interaction in sequential Monte Carlo algorithms (English)
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    DOI
    10.3150/14-BEJ666
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    author
    Nick Whiteley
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    Anthony J. T. Lee
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    Kari Heine
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    published in
    Bernoulli
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    publication date
    22 February 2016
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    Mathematics Subject Classification ID
    65C05
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    60G35
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    60K35
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    62M05
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    65C40
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    zbMATH DE Number
    6543278
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    zbMATH Keywords
    convergence
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    hidden Markov model
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    particle filters
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    arXiv ID
    1309.2918
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    OpenAlex ID
    W1824867259
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