Forest resampling for distributed sequential Monte Carlo

DOI10.1002/sam.11280OpenAlexW1963294318MaRDI QIDQ4970195

Nick Whiteley, Anthony J. T. Lee

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6010

zbMATH Keywords

data structuresdistributed computingparticle filterseffective sample size

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Related Items

Sequential ensemble transform for Bayesian inverse problems ⋮ Finite-sample complexity of sequential Monte Carlo estimators ⋮ Smoothing With Couplings of Conditional Particle Filters

Uses Software

• Dryad

Cites Work

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• Blind Deconvolution via Sequential Imputations
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• SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
• On the stability of interacting processes with applications to filtering and genetic algorithms
• On parallel implementation of sequential Monte Carlo methods: the island particle model
• On the role of interaction in sequential Monte Carlo algorithms
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