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Controlled sequential Monte Carlo - MaRDI portal

Controlled sequential Monte Carlo (Q2215764)

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Controlled sequential Monte Carlo
scientific article

    Statements

    title
    Controlled sequential Monte Carlo (English)
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    author
    Jeremy Heng
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    Adrian N. Bishop
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    George Deligiannidis
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    Arnaud Doucet
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    publication date
    14 December 2020
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    zbMATH Keywords
    state space models
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    annealed importance sampling
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    normalizing constants
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    optimal control
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    approximate dynamic programming
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    reinforcement learning
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    cites work
    Q4257216
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    Q4819702
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    Q3015761
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    Q2803233
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    Particle filters
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    Q4826106
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    Identifiers

    DOI
    10.1214/19-AOS1914
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    Mathematics Subject Classification ID
    62M05
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    62F12
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    62M10
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    62L12
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    62-08
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    65C05
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    90C39
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    zbMATH DE Number
    7285318
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    arXiv ID
    1708.08396
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    OpenAlex ID
    W3087215779
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