Central limit theorems for coupled particle filters

DOI10.1017/apr.2020.27OpenAlexW3099530671MaRDI QIDQ5005040

Fangyuan Yu, Ajay Jasra

Publication date: 4 August 2021

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.04900

zbMATH Keywords

central limit theoremmultilevel Monte Carlocoupled particle filter

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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