Limit theorems for weighted samples with applications to sequential Monte Carlo methods

DOI10.1051/proc:071913zbMath1359.62341MaRDI QIDQ5427542

Randal Douc, Eric Moulines

Publication date: 20 November 2007

Published in: ESAIM: Proceedings (Search for Journal in Brave)

zbMATH Keywords

importance samplingsequential Monte Carloparticle filtersampling importance resamplingmartingale arrays

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Sequential statistical methods (62L99) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

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