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Antithetic sampling for sequential Monte Carlo methods with application to state-space models - MaRDI portal

Antithetic sampling for sequential Monte Carlo methods with application to state-space models (Q314578)

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scientific article; zbMATH DE number 6628074
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English
Antithetic sampling for sequential Monte Carlo methods with application to state-space models
scientific article; zbMATH DE number 6628074

    Statements

    Antithetic sampling for sequential Monte Carlo methods with application to state-space models (English)
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    16 September 2016
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    antithetic sampling
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    central limit theorem
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    optimal filtering
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    optimal kernel
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    particle filter
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    state-space models
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