Coupled conditional backward sampling particle filter (Q2215773)

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Coupled conditional backward sampling particle filter
scientific article

    Statements

    title
    Coupled conditional backward sampling particle filter (English)
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    author
    Anthony J. T. Lee
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    Sumeetpal S. Singh
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    Matti Vihola
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    publication date
    14 December 2020
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    zbMATH Keywords
    backward sampling
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    convergence rate
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    coupling
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    conditional particle filter
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    Identifiers

    DOI
    10.1214/19-AOS1922
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    Mathematics Subject Classification ID
    65C05
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    65C35
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    65C40
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    zbMATH DE Number
    7285325
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    Wikidata QID
    Q109746493
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    arXiv ID
    1806.05852
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    OpenAlex ID
    W3088532215
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