Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis (Q746346)
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scientific article; zbMATH DE number 6495103
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis |
scientific article; zbMATH DE number 6495103 |
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Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis (English)
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16 October 2015
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non asymptotic analysis
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sequential Monte Carlo
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particle filtering
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auxiliary particle filtering
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sequential importance sampling
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resampling
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