Antithetic sampling for sequential Monte Carlo methods with application to state-space models (Q314578)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Antithetic sampling for sequential Monte Carlo methods with application to state-space models |
scientific article |
Statements
Antithetic sampling for sequential Monte Carlo methods with application to state-space models (English)
0 references
16 September 2016
0 references
antithetic sampling
0 references
central limit theorem
0 references
optimal filtering
0 references
optimal kernel
0 references
particle filter
0 references
state-space models
0 references
0 references
0 references
0 references
