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Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions - MaRDI portal

Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions (Q5415104)

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scientific article; zbMATH DE number 6293586
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Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
scientific article; zbMATH DE number 6293586

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    Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions (English)
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    9 May 2014
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    sequential Monte Carlo
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    multidimenstional sampling
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    propagation of chaos
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    normalizing constant estimation
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