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A pseudo-marginal sequential Monte Carlo online smoothing algorithm - MaRDI portal

A pseudo-marginal sequential Monte Carlo online smoothing algorithm (Q2676934)

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A pseudo-marginal sequential Monte Carlo online smoothing algorithm
scientific article

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    title
    A pseudo-marginal sequential Monte Carlo online smoothing algorithm (English)
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    DOI
    10.3150/21-BEJ1431
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    author
    Pierre Gloaguen
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    Sylvain Le Corff
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    Jimmy Olsson
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    published in
    Bernoulli
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    publication date
    28 September 2022
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    Mathematics Subject Classification ID
    62Mxx
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    65Cxx
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    60Jxx
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    zbMATH DE Number
    7594072
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    zbMATH Keywords
    central limit theorem
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    exponential concentration
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    partially observed diffusions
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    particle smoothing
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    pseudo-marginal methods
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    sequential Monte Carlo methods
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    Wikidata QID
    Q113701725
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    cites work
    Q4819702
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    Q2849820
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    OpenAlex ID
    W3155176512
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