Long-term stability of sequential Monte Carlo methods under verifiable conditions (Q744372)
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scientific article; zbMATH DE number 6347589
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| English | Long-term stability of sequential Monte Carlo methods under verifiable conditions |
scientific article; zbMATH DE number 6347589 |
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Long-term stability of sequential Monte Carlo methods under verifiable conditions (English)
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25 September 2014
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asymptotic variance
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general hidden Markov models
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local Doeblin condition
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bootstrap particle filter
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sequential Monte Carlo methods
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time uniform convergence
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0.8432541489601135
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0.8294302821159363
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0.816770076751709
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0.8161168694496155
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