On the role of interaction in sequential Monte Carlo algorithms
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Publication:5963509
DOI10.3150/14-BEJ666zbMath1388.65009arXiv1309.2918OpenAlexW1824867259MaRDI QIDQ5963509
Nick Whiteley, Anthony J. T. Lee, Kari Heine
Publication date: 22 February 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.2918
Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Numerical analysis or methods applied to Markov chains (65C40)
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