Variance estimation in adaptive sequential Monte Carlo (Q2240843)
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scientific article; zbMATH DE number 7420511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance estimation in adaptive sequential Monte Carlo |
scientific article; zbMATH DE number 7420511 |
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Variance estimation in adaptive sequential Monte Carlo (English)
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4 November 2021
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central limit theorem
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Feynman-Kac semigroups
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interacting particle systems
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sequential Monte Carlo
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variance estimation
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0.90926605
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0.9036329
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0.8987263
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0.89724255
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0.8938018
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0.89056844
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0.88583606
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0.8851628
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