Convergence of sequential quasi-Monte Carlo smoothing algorithms

DOI10.3150/16-BEJ834zbMath1382.65010arXiv1506.06117OpenAlexW636882370MaRDI QIDQ2405145

Nicolas Chopin, Mathieu Gerber

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.06117

zbMATH Keywords

algorithmsmoothinghidden Markov modelsstate-space modelsquasi-Monte Carloparticle filteringlow discrepancysequential quasi-Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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