Long-term stability of sequential Monte Carlo methods under verifiable conditions (Q744372)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Long-term stability of sequential Monte Carlo methods under verifiable conditions
    scientific article

      Statements

      Long-term stability of sequential Monte Carlo methods under verifiable conditions (English)
      0 references
      0 references
      0 references
      0 references
      25 September 2014
      0 references
      asymptotic variance
      0 references
      general hidden Markov models
      0 references
      local Doeblin condition
      0 references
      bootstrap particle filter
      0 references
      sequential Monte Carlo methods
      0 references
      time uniform convergence
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references