Coupled conditional backward sampling particle filter
From MaRDI portal
Publication:2215773
DOI10.1214/19-AOS1922zbMath1469.65014arXiv1806.05852WikidataQ109746493 ScholiaQ109746493MaRDI QIDQ2215773
Matti Vihola, Sumeetpal S. Singh, Anthony J. T. Lee
Publication date: 14 December 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.05852
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
65C35: Stochastic particle methods