Optimal potential functions for the interacting particle system method (Q2040468)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal potential functions for the interacting particle system method |
scientific article |
Statements
Optimal potential functions for the interacting particle system method (English)
0 references
14 July 2021
0 references
rare event simulation
0 references
interacting particle system
0 references
sequential Monte Carlo samplers
0 references
Feynman-Kac particle filters
0 references
0 references
0 references