Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae

19 August 2011

Papers citing "Linear Variance Bounds for Particle Approximations of Time-Homogeneous Feynman-Kac Formulae"

5 / 5 papers shown

Title
On adaptive resampling strategies for sequential Monte Carlo methods P. Del Moral Arnaud Doucet Ajay Jasra 66 181 0 02 Mar 2012
On the Stability of Sequential Monte Carlo Methods in High Dimensions A. Beskos Dan Crisan Ajay Jasra 118 172 0 21 Mar 2011
Sequential Monte Carlo Methods for Option Pricing Ajay Jasra P. Del Moral 72 32 0 26 May 2010
Stability of Feynman-Kac formulae with path-dependent potentials Nicolas Chopin P. Del Moral Sylvain Rubenthaler 69 5 0 26 Oct 2009
Uniform Time Average Consistency of Monte Carlo Particle Filters R. Handel 69 51 0 01 Dec 2008