Perfect simulation for the Feynman-Kac law on the path space
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Publication:6236047
arXiv1210.0376MaRDI QIDQ6236047FDOQ6236047
Authors: Christophe Andrieu, Nicolas Chopin, Arnaud Doucet, Sylvain Rubenthaler 
Publication date: 1 October 2012
Abstract: This paper describes an algorithm of interest. This is a preliminary version and we intend on writing a better descripition of it and getting bounds for its complexity.
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