Convergence of sequential quasi-Monte Carlo smoothing algorithms (Q2405145)
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scientific article; zbMATH DE number 6778276
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| English | Convergence of sequential quasi-Monte Carlo smoothing algorithms |
scientific article; zbMATH DE number 6778276 |
Statements
Convergence of sequential quasi-Monte Carlo smoothing algorithms (English)
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21 September 2017
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hidden Markov models
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low discrepancy
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particle filtering
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quasi-Monte Carlo
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sequential quasi-Monte Carlo
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smoothing
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state-space models
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algorithm
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0.9066647291183472
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0.852077066898346
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0.7954584360122681
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0.7681452035903931
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0.757703959941864
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