On parallel implementation of sequential Monte Carlo methods: the island particle model

DOI10.1007/s11222-013-9429-xzbMath1331.65023arXiv1306.3911OpenAlexW1983212629WikidataQ55951934 ScholiaQ55951934MaRDI QIDQ5962737

Eric Moulines, Christelle Vergé, Cyrille Dubarry, Pierre Del Moral

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.3911

zbMATH Keywords

parallel implementationisland modelsparticle approximation of Feynman-Kac flow

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Diffusion processes (60J60) Parallel numerical computation (65Y05)

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