Optimal SIR algorithm vs. fully adapted auxiliary particle filter: a non asymptotic analysis

DOI10.1007/s11222-012-9345-5zbMath1322.62218OpenAlexW2075749231MaRDI QIDQ746346

François Desbouvries, Yohan Petetin

Publication date: 16 October 2015

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

Full work available at URL: https://doi.org/10.1007/s11222-012-9345-5

zbMATH Keywords

resamplingsequential Monte Carloparticle filteringsequential importance samplingauxiliary particle filteringnon asymptotic analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Sampling theory, sample surveys (62D05) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Moment preserving constrained resampling with applications to particle-in-cell methods

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• A survey of convergence results on particle filtering methods for practitioners

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