A pseudo-marginal sequential Monte Carlo online smoothing algorithm (Q2676934)
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scientific article; zbMATH DE number 7594072
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A pseudo-marginal sequential Monte Carlo online smoothing algorithm |
scientific article; zbMATH DE number 7594072 |
Statements
A pseudo-marginal sequential Monte Carlo online smoothing algorithm (English)
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28 September 2022
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central limit theorem
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exponential concentration
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partially observed diffusions
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particle smoothing
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pseudo-marginal methods
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sequential Monte Carlo methods
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0.8914038
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0.8662871
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0.86481917
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0.8634388
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0.86252904
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0.8573325
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0.8562077
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0.8554539
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