Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach (Q6120821)
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scientific article; zbMATH DE number 7824089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach |
scientific article; zbMATH DE number 7824089 |
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Variance estimation for sequential Monte Carlo algorithms: a backward sampling approach (English)
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26 March 2024
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asymptotic variance
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central limit theorem
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particle filtering
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particle smoothing
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sequential Monte Carlo methods
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