Sequential Monte Carlo methods

MaRDI QIDQ5224818zbMATH OpenFDO

Authors Arnaud Doucet, Anthony Lee

Publication date 24 July 2019

zbMATH Keywords

hidden Markov modelsMonte Carlo methods

Mathematics Subject Classification ID

Multivariate analysis (62H99) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

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Cited in

(12)

• scientific article; zbMATH DE number 5007617 (Why is no real title available?)
• On some extensions of the sequential Monte Carlo methods in high-order hidden Markov models
• Confidence intervals through sequential Monte Carlo
• Bayes meets Bernstein at the meta level: an analysis of fast rates in meta-learning with PAC-Bayes
• Sequential Monte Carlo Methods in Practice
• An introduction to sequential Monte Carlo
• Sequential Monte Carlo Methods for Statistical Analysis of Tables
• Sequential Monte Carlo with Highly Informative Observations
• Efficient sequential Monte Carlo algorithms for integrated population models
• Properties of marginal sequential Monte Carlo methods
• Lookahead strategies for sequential Monte Carlo
• Updating variational Bayes: fast sequential posterior inference

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