Forest resampling for distributed sequential Monte Carlo

DOI10.1002/SAM.11280MaRDI QIDQ4970195zbMATH OpenOpenAlexFDO

Authors Nick Whiteley, Anthony Lee

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.6010

zbMATH Keywords

data structuresdistributed computingeffective sample sizeparticle filters

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

• \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models
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• Minimal Entropy Approximations and Optimal Algorithms
• On parallel implementation of sequential Monte Carlo methods: the island particle model
• On the role of interaction in sequential Monte Carlo algorithms
• On the stability of interacting processes with applications to filtering and genetic algorithms
• Resampling algorithms and architectures for distributed particle filters
• Sequential Imputations and Bayesian Missing Data Problems
• Sequential Monte Carlo Samplers
• Stability properties of some particle filters
• Twisted particle filters

Cited in

(3)

• Sequential ensemble transform for Bayesian inverse problems
• Smoothing with couplings of conditional particle filters
• Finite-sample complexity of sequential Monte Carlo estimators

Describes a project that uses

Uses Software

• Dryad

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