On the behaviour of the backward interpretation of Feynman-Kac formulae under verifiable conditions (Q2949841)
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scientific article; zbMATH DE number 6489135
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| English | On the behaviour of the backward interpretation of Feynman-Kac formulae under verifiable conditions |
scientific article; zbMATH DE number 6489135 |
Statements
On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions (English)
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2 October 2015
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particle filter
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central limit theorem
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smoothing
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0.8045040369033813
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0.8028721809387207
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0.7677570581436157
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0.758594810962677
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