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Particle efficient importance sampling - MaRDI portal

Particle efficient importance sampling (Q894644)

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Particle efficient importance sampling
scientific article

    Statements

    title
    Particle efficient importance sampling (English)
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    author
    Marcel Scharth
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    Robert Kohn
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    publication date
    2 December 2015
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    zbMATH Keywords
    Bayesian inference
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    particle filters
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    particle marginal Metropolis-Hastings
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    sequential Monte Carlo
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    stochastic volatility
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    cites work
    Q4819702
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    Q2760417
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F15
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    62M20
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    65C05
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    zbMATH DE Number
    6515272
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    OpenAlex ID
    W1534371749
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    arXiv ID
    1309.6745
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