Compressed Monte Carlo with application in particle filtering

DOI10.1016/j.ins.2020.10.022zbMath1484.65006arXiv2107.08459OpenAlexW3096482981MaRDI QIDQ2123565

Víctor Elvira, Luca Martino

Publication date: 14 April 2022

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.08459

zbMATH Keywords

importance samplingGaussian quadratureBayesian inferencedistributed algorithmsMCMCparticle filteringsigma pointsherding algorithms

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (4)

Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review ⋮ Rethinking the Effective Sample Size ⋮ A novel system identification algorithm for nonlinear Markov jump system ⋮ MCMC-driven importance samplers

Cites Work

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• On parallel implementation of sequential Monte Carlo methods: the island particle model
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