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Publication:3434969
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zbMath1130.93053MaRDI QIDQ3434969

Nadia Oudjane, François Le Gland

Publication date: 3 May 2007


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chainscentral limit theoremsparticle approximation of linear flow


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)


Related Items (9)

Twisting the alive particle filter ⋮ Residual and stratified branching particle filters ⋮ A Two-Step Branching Splitting Model Under Cost Constraint for Rare Event Analysis ⋮ Approximate Bayesian Computation for a Class of Time Series Models ⋮ Approximate Bayesian Computation: A Survey on Recent Results ⋮ Sampling per mode for rare event simulation in switching diffusions ⋮ Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods ⋮ Sequential Monte Carlo for rare event estimation ⋮ On the performance of particle filters with adaptive number of particles






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