Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis (Q746346)
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scientific article; zbMATH DE number 6495103
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| English | Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis |
scientific article; zbMATH DE number 6495103 |
Statements
Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis (English)
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16 October 2015
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non asymptotic analysis
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sequential Monte Carlo
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particle filtering
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auxiliary particle filtering
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sequential importance sampling
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resampling
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0.8493427634239197
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0.841487467288971
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0.8028001189231873
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0.7930552363395691
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