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Conditional sequential Monte Carlo in high dimensions - MaRDI portal

Conditional sequential Monte Carlo in high dimensions (Q6117026)

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scientific article; zbMATH DE number 7714167
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English
Conditional sequential Monte Carlo in high dimensions
scientific article; zbMATH DE number 7714167

    Statements

    title
    Conditional sequential Monte Carlo in high dimensions (English)
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    author
    Axel Finke
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    Alexandre H. Thiery
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    publication date
    19 July 2023
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    zbMATH Keywords
    curse of dimension
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    high dimensions
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    Markov chain Monte Carlo
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    particle filter
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    state-space model
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    cites work
    Q3058567
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    Q3562647
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    Q5671422
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    Q2934079
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    Identifiers

    arXiv ID
    2108.10277
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    DOI
    10.1214/22-aos2252
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    Mathematics Subject Classification ID
    65C05
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    60J05
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    65C35
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    65C40
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    zbMATH DE Number
    7714167
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    OpenAlex ID
    W3195164682
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