Minimal Entropy Approximations and Optimal Algorithms

DOI10.1515/mcma.2002.8.4.343zbMath1018.65014OpenAlexW2040378705MaRDI QIDQ4796472

Terence J. Lyons, Dan Crisan

Publication date: 25 August 2003

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2002.8.4.343

zbMATH Keywords

Markov chainrandom measureoptimal algorithmssequential Monte Carlo methodbranching algorithmminimal entropy approximationspartical filter

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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