Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo (Q1702290)
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scientific article; zbMATH DE number 6844713
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| English | Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo |
scientific article; zbMATH DE number 6844713 |
Statements
Inference and rare event simulation for stopped Markov processes via reverse-time sequential Monte Carlo (English)
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28 February 2018
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intractable likelihood
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rare event simulation
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sequential Monte Carlo
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stopped Markov process
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time reversal
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0.7546098828315735
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0.7480419278144836
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0.747319221496582
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0.7416321039199829
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