Analysis of error propagation in particle filters with approximation
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Publication:657703
DOI10.1214/11-AAP760zbMath1231.62174arXiv0908.2926OpenAlexW2059819780MaRDI QIDQ657703
Mark J. Coates, Boris N. Oreshkin
Publication date: 10 January 2012
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.2926
Inference from stochastic processes and prediction (62M20) Inequalities; stochastic orderings (60E15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Sequential estimation (62L12) Stochastic particle methods (65C35)
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