On the auxiliary particle filter
type: Item
instance of: scholarly article
zbMATH Open document ID: 1176.62092
author: Randal Douc
author: Jimmy Olsson
author: Eric Moulines
publication date: 2009-06-18T00:00:00Z
full work available at URL: https://arxiv.org/abs/0709.3448
full work available at URL: publications.php
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5566162
zbMATH Keywords: auxiliary particle filter
zbMATH Keywords: central limit theorem
zbMATH Keywords: adjustment multiplier weight
zbMATH Keywords: sequential Monte Carlo
zbMATH Keywords: state space model
zbMATH Keywords: stratified sampling
zbMATH Keywords: two-stage sampling
zbMATH Keywords: Gaussian models
zbMATH Keywords: ARCH models
MaRDI profile type: Publication
arXiv classification: math.ST
arXiv classification: stat.TH
arXiv ID: 0709.3448
description: scientific article