scientific article; zbMATH DE number 2051000

MaRDI QIDQ4453273zbMATH OpenFDO

Authors Pierre Del Moral, Arnaud Doucet

Publication date 7 March 2004

zbMATH Keywords

Feynman-Kac formulaegenealogical treegenetic algorithminteracting particle systemMarkov chain Monte Carlo methodMetropolis algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic particle methods (65C35) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(6)

• Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
• Interacting sequential Monte Carlo samplers for trans-dimensional simulation
• Negative association, ordering and convergence of resampling methods
• Interacting and annealing particle filters: mathematics and a recipe for applications
• Uniform Stability of a Particle Approximation of the Optimal Filter Derivative
• Path storage in the particle filter

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