Antithetic sampling for sequential Monte Carlo methods with application to state-space models (Q314578)
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scientific article
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English | Antithetic sampling for sequential Monte Carlo methods with application to state-space models |
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Antithetic sampling for sequential Monte Carlo methods with application to state-space models (English)
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16 September 2016
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antithetic sampling
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central limit theorem
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optimal filtering
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optimal kernel
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particle filter
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state-space models
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