On the stability of sequential Monte Carlo methods in high dimensions

DOI10.1214/13-AAP951zbMath1304.82070arXiv1103.3965MaRDI QIDQ2511554

Alexandros Beskos, Ajay Jasra, Dan Crisan

Publication date: 6 August 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.3965

zbMATH Keywords

stabilityconvergencefunctional central limit theoremimportance samplingresamplinghigh dimensionseffective sample sizetarget distributionsequential Monte Carlo method

Mathematics Subject Classification ID

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