Sequential Quasi Monte Carlo

DOI10.1111/rssb.12104zbMath1414.62109arXiv1505.06473OpenAlexW1933639893MaRDI QIDQ5378127

Nicolas Chopin, Mathieu Gerber

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.06473

zbMATH Keywords

sequential Monte Carloparticle filteringlow discrepancyquasi Monte Carlorandomized quasi Monte Carloarray-randomized quasi Monte Carlo

Mathematics Subject Classification ID

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