A general theory of particle filters in hidden Markov models and some applications
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Publication:2443206
DOI10.1214/13-AOS1172zbMath1293.60071arXiv1312.5114OpenAlexW2042725175MaRDI QIDQ2443206
Publication date: 4 April 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5114
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Numerical analysis or methods applied to Markov chains (65C40) Large deviations (60F10) Percolation (82B43) Time-dependent percolation in statistical mechanics (82C43)
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