Mixing time of the conditional backward sampling particle filter
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Publication:6515493
arXiv2312.17572MaRDI QIDQ6515493
Anthony Lee, Matti Vihola, Joona Karjalainen, Sumeetpal S. Singh
Has companion code repository: https://github.com/mvihola/CBPFCouplingPaperCodes
Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)
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