Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions

21 March 2011

Papers citing "Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions"

4 / 4 papers shown

Title
On adaptive resampling strategies for sequential Monte Carlo methods P. Del Moral Arnaud Doucet Ajay Jasra 53 181 0 02 Mar 2012
Stability of Feynman-Kac formulae with path-dependent potentials Nicolas Chopin P. Del Moral Sylvain Rubenthaler 51 5 0 26 Oct 2009
Uniform Time Average Consistency of Monte Carlo Particle Filters R. Handel 64 51 0 01 Dec 2008
Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach Randal Douc Eric Moulines Y. Ritov 102 16 0 03 Dec 2007