A note on random walks with absorbing barriers and sequential Monte Carlo methods (Q4639177)
From MaRDI portal
scientific article; zbMATH DE number 6865981
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on random walks with absorbing barriers and sequential Monte Carlo methods |
scientific article; zbMATH DE number 6865981 |
Statements
A note on random walks with absorbing barriers and sequential Monte Carlo methods (English)
0 references
3 May 2018
0 references
random walks with absorbing barriers
0 references
quasi-invariant measures
0 references
importance sampling
0 references
particle samplers
0 references
sequential Monte Carlo
0 references
Feynman-Kac semigroups
0 references
0 references
0 references