Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via \(\infty\)-ESS, and an application to particle Gibbs (Q1715543)
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scientific article; zbMATH DE number 7007218
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| English | Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via \(\infty\)-ESS, and an application to particle Gibbs |
scientific article; zbMATH DE number 7007218 |
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Sequential Monte Carlo as approximate sampling: bounds, adaptive resampling via \(\infty\)-ESS, and an application to particle Gibbs (English)
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28 January 2019
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adaptive resampling
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effective sample size
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geometric ergodicity
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particle Gibbs
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sequential Monte Carlo
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state-space models
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uniform ergodicity
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